Database exists, assume schema does, too.
Seasonal Indexes
| 03-31 | 06-30 | 09-30 | 12-31 | |
|---|---|---|---|---|
| 0 | Energy ETF | Information Technology ETF | Information Technology ETF | Information Technology ETF |
| 1 | Information Technology ETF | Consumer Discretionary ETF | Consumer Discretionary ETF | Financials ETF |
| 2 | Utilities ETF | Energy ETF | SP500 | Materials ETF |
| 3 | SP1500 | Materials ETF | Industrials ETF | SP600 |
| 4 | Industrials ETF | SP1500 | SP1500 | Consumer Discretionary ETF |
| 5 | SP500 | SP500 | Health Care ETF | SP400 |
| 6 | SP600 | SP600 | Utilities ETF | SP500 |
| 7 | Health Care ETF | SP400 | Consumer Staples ETF | SP1500 |
| 8 | Consumer Staples ETF | Health Care ETF | Financials ETF | Health Care ETF |
| 9 | SP400 | Communication Services ETF | Materials ETF | Consumer Staples ETF |
| 10 | Financials ETF | Real Estate ETF | Communication Services ETF | Energy ETF |
| 11 | Consumer Discretionary ETF | Financials ETF | SP400 | Utilities ETF |
| 12 | Real Estate ETF | Industrials ETF | Real Estate ETF | Industrials ETF |
| 13 | Materials ETF | Consumer Staples ETF | SP600 | Real Estate ETF |
| 14 | Communication Services ETF | Utilities ETF | Energy ETF | Communication Services ETF |
| 03-31 | 06-30 | 09-30 | 12-31 | |
|---|---|---|---|---|
| SP1500 | -0.010622 | 0.081757 | 0.041626 | 0.049958 |
| SP500 | -0.011990 | 0.080771 | 0.045646 | 0.050086 |
| SP600 | -0.017768 | 0.080509 | 0.019158 | 0.057970 |
| SP400 | -0.019859 | 0.080174 | 0.020554 | 0.051549 |
| Communication Services ETF | -0.032872 | 0.075995 | 0.022591 | 0.017899 |
| Consumer Discretionary ETF | -0.021214 | 0.120254 | 0.052510 | 0.052777 |
| Consumer Staples ETF | -0.018663 | 0.035480 | 0.034807 | 0.045915 |
| Energy ETF | 0.055913 | 0.096281 | -0.039735 | 0.042416 |
| Financials ETF | -0.020711 | 0.061049 | 0.030176 | 0.065446 |
| Health Care ETF | -0.017923 | 0.078706 | 0.041045 | 0.047467 |
| Industrials ETF | -0.011020 | 0.058300 | 0.045427 | 0.039920 |
| Information Technology ETF | 0.006217 | 0.121831 | 0.068693 | 0.067531 |
| Materials ETF | -0.026671 | 0.082827 | 0.027940 | 0.058669 |
| Real Estate ETF | -0.026416 | 0.075756 | 0.019424 | 0.038472 |
| Utilities ETF | -0.001263 | 0.026125 | 0.039218 | 0.042001 |
Note if the final data in the prices ends on a quarter, this will aggregate into the seasonal_index above and there will be no comparison Current
| 06-17 | |
|---|---|
| Energy ETF | -0.043815 |
| Consumer Staples ETF | -0.096218 |
| Utilities ETF | -0.125888 |
| Health Care ETF | -0.134327 |
| Materials ETF | -0.161041 |
| SP600 | -0.165794 |
| Industrials ETF | -0.178228 |
| SP1500 | -0.184779 |
| Financials ETF | -0.187815 |
| SP500 | -0.189930 |
| Real Estate ETF | -0.190735 |
| SP400 | -0.192427 |
| Communication Services ETF | -0.226489 |
| Information Technology ETF | -0.232112 |
| Consumer Discretionary ETF | -0.260025 |
standard deviations
| 03-31 | 06-30 | 09-30 | 12-31 | |
|---|---|---|---|---|
| SP1500 | 0.134644 | 0.072380 | 0.037999 | 0.110320 |
| SP500 | 0.127411 | 0.070450 | 0.039033 | 0.106496 |
| SP600 | 0.199479 | 0.088447 | 0.037096 | 0.179394 |
| SP400 | 0.157662 | 0.100224 | 0.037075 | 0.138781 |
| Communication Services ETF | 0.138244 | 0.095192 | 0.045269 | 0.123434 |
| Consumer Discretionary ETF | 0.151791 | 0.146922 | 0.083611 | 0.127243 |
| Consumer Staples ETF | 0.096633 | 0.035421 | 0.049261 | 0.063730 |
| Energy ETF | 0.369457 | 0.166709 | 0.099129 | 0.202483 |
| Financials ETF | 0.192299 | 0.053666 | 0.014462 | 0.140299 |
| Health Care ETF | 0.079810 | 0.054107 | 0.065798 | 0.098650 |
| Industrials ETF | 0.178470 | 0.072339 | 0.066050 | 0.134044 |
| Information Technology ETF | 0.135329 | 0.113409 | 0.054569 | 0.136753 |
| Materials ETF | 0.163483 | 0.099766 | 0.065317 | 0.127072 |
| Real Estate ETF | 0.161483 | 0.056090 | 0.032025 | 0.078165 |
| Utilities ETF | 0.092016 | 0.021473 | 0.033841 | 0.054883 |
t scores
| 03-31 | 06-30 | 09-30 | 12-31 | |
|---|---|---|---|---|
| SP1500 | -0.035281 | 0.505153 | 0.489908 | 0.202519 |
| SP500 | -0.042087 | 0.512730 | 0.522980 | 0.210329 |
| SP600 | -0.039834 | 0.407076 | 0.230960 | 0.144515 |
| SP400 | -0.056330 | 0.357747 | 0.247928 | 0.166115 |
| Communication Services ETF | -0.106341 | 0.357027 | 0.223180 | 0.064848 |
| Consumer Discretionary ETF | -0.062503 | 0.366041 | 0.280865 | 0.185493 |
| Consumer Staples ETF | -0.086371 | 0.447954 | 0.315992 | 0.322196 |
| Energy ETF | 0.067680 | 0.258283 | -0.179260 | 0.093682 |
| Financials ETF | -0.048166 | 0.508740 | 0.933164 | 0.208614 |
| Health Care ETF | -0.100433 | 0.650529 | 0.278976 | 0.215182 |
| Industrials ETF | -0.027615 | 0.360421 | 0.307577 | 0.133187 |
| Information Technology ETF | 0.020546 | 0.480423 | 0.562966 | 0.220841 |
| Materials ETF | -0.072960 | 0.371283 | 0.191302 | 0.206478 |
| Real Estate ETF | -0.073157 | 0.604012 | 0.271246 | 0.220111 |
| Utilities ETF | -0.006140 | 0.544116 | 0.518265 | 0.342246 |
p values
| 03-31 | 06-30 | 09-30 | 12-31 | |
|---|---|---|---|---|
| SP1500 | 0.487036 | 0.675887 | 0.671106 | 0.573766 |
| SP500 | 0.484537 | 0.678247 | 0.681422 | 0.576557 |
| SP600 | 0.485364 | 0.644372 | 0.583899 | 0.552872 |
| SP400 | 0.479310 | 0.627889 | 0.589904 | 0.560685 |
| Communication Services ETF | 0.461012 | 0.627646 | 0.581136 | 0.523813 |
| Consumer Discretionary ETF | 0.477047 | 0.630688 | 0.601465 | 0.567662 |
| Consumer Staples ETF | 0.468307 | 0.657720 | 0.613641 | 0.615774 |
| Energy ETF | 0.524851 | 0.593553 | 0.434579 | 0.534366 |
| Financials ETF | 0.482306 | 0.677006 | 0.790214 | 0.575945 |
| Health Care ETF | 0.463168 | 0.719135 | 0.600805 | 0.578288 |
| Industrials ETF | 0.489852 | 0.628793 | 0.610739 | 0.548761 |
| Information Technology ETF | 0.507551 | 0.668108 | 0.693606 | 0.580304 |
| Materials ETF | 0.473215 | 0.632451 | 0.569748 | 0.575182 |
| Real Estate ETF | 0.473143 | 0.705773 | 0.598102 | 0.580044 |
| Utilities ETF | 0.497743 | 0.687902 | 0.679964 | 0.622630 |
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<AxesSubplot:title={'center':'06-30'}>],
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<AxesSubplot:title={'center':'12-31'}>]], dtype=object)
| Energy ETF | Consumer Staples ETF | Utilities ETF | Health Care ETF | Materials ETF | SP600 | Industrials ETF | SP1500 | Financials ETF | SP500 | Real Estate ETF | SP400 | Communication Services ETF | Information Technology ETF | Consumer Discretionary ETF | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2017-03-31 00:00:00 | nan | nan | nan | nan | nan | nan | nan | nan | nan | nan | nan | nan | nan | nan | nan |
| 2017-06-30 00:00:00 | -0.078709 | 0.010040 | 0.022113 | 0.072895 | 0.026999 | 0.018327 | 0.042167 | 0.030375 | 0.038955 | 0.030708 | 0.017375 | 0.031752 | -0.024136 | 0.041388 | 0.028386 |
| 2017-09-30 00:00:00 | 0.069612 | -0.012346 | 0.031518 | 0.040565 | 0.066617 | 0.064962 | 0.052781 | 0.044807 | 0.052789 | 0.045666 | 0.008095 | 0.035020 | 0.015498 | 0.083223 | 0.014521 |
| 2017-12-31 00:00:00 | 0.073946 | 0.059268 | 0.000687 | 0.018576 | 0.071798 | 0.038747 | 0.066175 | 0.066880 | 0.073683 | 0.069917 | 0.012742 | 0.074139 | 0.000763 | 0.093087 | 0.097848 |
| 2018-03-31 00:00:00 | -0.078807 | -0.073521 | -0.033734 | -0.020049 | -0.072483 | -0.011631 | -0.033542 | -0.021321 | -0.015065 | -0.024130 | -0.086159 | -0.003978 | -0.085669 | 0.020711 | -0.001942 |
| 2018-06-30 00:00:00 | 0.150528 | 0.006353 | 0.053422 | 0.055259 | 0.036210 | 0.106722 | -0.008057 | 0.052094 | -0.011331 | 0.047568 | 0.094633 | 0.045520 | 0.035862 | 0.080437 | 0.088528 |
| 2018-09-30 00:00:00 | 0.021911 | 0.050064 | 0.019751 | 0.137698 | 0.007338 | 0.032842 | 0.094874 | 0.070536 | 0.031675 | 0.078236 | 0.000044 | 0.032902 | 0.023115 | 0.117719 | 0.066008 |
| 2018-12-31 00:00:00 | -0.267451 | -0.055862 | 0.009925 | -0.108129 | -0.154310 | -0.193040 | -0.183620 | -0.142834 | -0.138848 | -0.137319 | -0.058855 | -0.172165 | -0.143117 | -0.174415 | -0.162070 |
| 2019-03-31 00:00:00 | 0.178564 | 0.111156 | 0.103055 | 0.081835 | 0.126958 | 0.124660 | 0.183161 | 0.151853 | 0.109942 | 0.144236 | 0.173365 | 0.157497 | 0.139541 | 0.217473 | 0.157197 |
| 2019-06-30 00:00:00 | -0.048754 | 0.036556 | 0.035855 | 0.017469 | 0.040951 | 0.010843 | 0.034436 | 0.039106 | 0.067026 | 0.040369 | 0.015389 | 0.030815 | 0.035928 | 0.054745 | 0.040127 |
| 2019-09-30 00:00:00 | -0.075658 | 0.056319 | 0.090872 | -0.035439 | -0.013089 | -0.004200 | 0.004465 | 0.006291 | 0.013235 | 0.011423 | 0.075811 | -0.009122 | -0.002023 | 0.016115 | 0.002509 |
| 2019-12-31 00:00:00 | 0.054552 | 0.036517 | 0.002011 | 0.147851 | 0.066971 | 0.082573 | 0.058155 | 0.090490 | 0.096390 | 0.089876 | 0.005745 | 0.066590 | 0.086727 | 0.139034 | 0.056223 |
| 2020-03-31 00:00:00 | -0.523877 | -0.141472 | -0.141270 | -0.131539 | -0.278876 | -0.328050 | -0.279339 | -0.205302 | -0.330709 | -0.194477 | -0.241350 | -0.247693 | -0.187109 | -0.131215 | -0.231167 |
| 2020-06-30 00:00:00 | 0.332245 | 0.094561 | 0.024507 | 0.164463 | 0.260712 | 0.223617 | 0.182339 | 0.206715 | 0.135641 | 0.201618 | 0.135399 | 0.259149 | 0.224230 | 0.318555 | 0.379795 |
| 2020-09-30 00:00:00 | -0.188315 | 0.098022 | 0.051209 | 0.062281 | 0.120651 | 0.032878 | 0.118587 | 0.086119 | 0.028859 | 0.090383 | 0.013268 | 0.068091 | 0.097573 | 0.120087 | 0.192380 |
| 2020-12-31 00:00:00 | 0.300830 | 0.074374 | 0.073335 | 0.101111 | 0.172363 | 0.312278 | 0.178685 | 0.132216 | 0.253698 | 0.121185 | 0.092916 | 0.211458 | 0.182130 | 0.138205 | 0.172875 |
| 2021-03-31 00:00:00 | 0.324479 | 0.030385 | 0.031042 | 0.025327 | 0.105419 | 0.184526 | 0.116450 | 0.070761 | 0.165207 | 0.063518 | 0.087920 | 0.084662 | 0.083288 | 0.015110 | 0.073815 |
| 2021-06-30 00:00:00 | 0.126094 | 0.029888 | -0.005272 | 0.083442 | 0.049264 | 0.043034 | 0.040613 | 0.080495 | 0.074954 | 0.083593 | 0.115985 | 0.033635 | 0.108092 | 0.114030 | 0.064435 |
| 2021-09-30 00:00:00 | -0.026222 | -0.018026 | 0.002739 | 0.000121 | -0.041816 | -0.030694 | -0.043573 | 0.000378 | 0.024323 | 0.002523 | -0.000098 | -0.024123 | -0.021207 | 0.006319 | -0.012866 |
| 2021-12-31 00:00:00 | 0.050203 | 0.115277 | 0.124048 | 0.077925 | 0.136524 | 0.049293 | 0.080207 | 0.103038 | 0.042310 | 0.106772 | 0.139811 | 0.077726 | -0.037011 | 0.141743 | 0.099010 |
| 2022-03-31 00:00:00 | 0.379204 | -0.019862 | 0.034591 | -0.045192 | -0.014374 | -0.058344 | -0.041831 | -0.049102 | -0.032929 | -0.049099 | -0.065856 | -0.089783 | -0.114414 | -0.090992 | -0.103975 |
| 2022-06-17 00:00:00 | -0.043815 | -0.096218 | -0.125888 | -0.134327 | -0.161041 | -0.165794 | -0.178228 | -0.184779 | -0.187815 | -0.189930 | -0.190735 | -0.192427 | -0.226489 | -0.232112 | -0.260025 |
| 2017-03-31 00:00:00 | 2017-06-30 00:00:00 | 2017-09-30 00:00:00 | 2017-12-31 00:00:00 | 2018-03-31 00:00:00 | 2018-06-30 00:00:00 | 2018-09-30 00:00:00 | 2018-12-31 00:00:00 | 2019-03-31 00:00:00 | 2019-06-30 00:00:00 | 2019-09-30 00:00:00 | 2019-12-31 00:00:00 | 2020-03-31 00:00:00 | 2020-06-30 00:00:00 | 2020-09-30 00:00:00 | 2020-12-31 00:00:00 | 2021-03-31 00:00:00 | 2021-06-30 00:00:00 | 2021-09-30 00:00:00 | 2021-12-31 00:00:00 | 2022-03-31 00:00:00 | 2022-06-17 00:00:00 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | SP1500 | Health Care ETF | Information Technology ETF | Consumer Discretionary ETF | Information Technology ETF | Energy ETF | Health Care ETF | Utilities ETF | Information Technology ETF | Financials ETF | Utilities ETF | Health Care ETF | Information Technology ETF | Consumer Discretionary ETF | Consumer Discretionary ETF | SP600 | Energy ETF | Energy ETF | Financials ETF | Information Technology ETF | Energy ETF | Energy ETF |
| 1 | SP500 | Industrials ETF | Energy ETF | Information Technology ETF | Consumer Discretionary ETF | SP600 | Information Technology ETF | Consumer Staples ETF | Industrials ETF | Information Technology ETF | Real Estate ETF | Information Technology ETF | Health Care ETF | Energy ETF | Materials ETF | Energy ETF | SP600 | Real Estate ETF | Information Technology ETF | Real Estate ETF | Utilities ETF | Consumer Staples ETF |
| 2 | SP600 | Information Technology ETF | Materials ETF | SP400 | SP400 | Real Estate ETF | Industrials ETF | Real Estate ETF | Energy ETF | Materials ETF | Consumer Staples ETF | Financials ETF | Utilities ETF | Information Technology ETF | Information Technology ETF | Financials ETF | Financials ETF | Information Technology ETF | Utilities ETF | Materials ETF | Materials ETF | Utilities ETF |
| 3 | SP400 | Financials ETF | SP600 | Energy ETF | SP600 | Consumer Discretionary ETF | SP500 | Health Care ETF | Real Estate ETF | SP500 | Information Technology ETF | SP1500 | Consumer Staples ETF | Materials ETF | Industrials ETF | SP400 | Industrials ETF | Communication Services ETF | SP500 | Utilities ETF | Consumer Staples ETF | Health Care ETF |
| 4 | Communication Services ETF | SP400 | Financials ETF | Financials ETF | Financials ETF | Information Technology ETF | SP1500 | SP500 | SP400 | Consumer Discretionary ETF | Financials ETF | SP500 | Communication Services ETF | SP400 | Consumer Staples ETF | Communication Services ETF | Materials ETF | SP500 | SP1500 | Consumer Staples ETF | Financials ETF | Materials ETF |
| 5 | Consumer Discretionary ETF | SP500 | Industrials ETF | Materials ETF | Health Care ETF | Health Care ETF | Consumer Discretionary ETF | Financials ETF | Consumer Discretionary ETF | SP1500 | SP500 | Communication Services ETF | SP500 | Communication Services ETF | Communication Services ETF | Industrials ETF | Real Estate ETF | Health Care ETF | Health Care ETF | SP500 | Industrials ETF | SP600 |
| 6 | Consumer Staples ETF | SP1500 | SP500 | SP500 | SP1500 | Utilities ETF | Consumer Staples ETF | SP1500 | SP1500 | Consumer Staples ETF | SP1500 | SP600 | SP1500 | SP600 | SP500 | Consumer Discretionary ETF | SP400 | SP1500 | Real Estate ETF | SP1500 | Health Care ETF | Industrials ETF |
| 7 | Energy ETF | Consumer Discretionary ETF | SP1500 | SP1500 | SP500 | SP1500 | SP400 | Communication Services ETF | SP500 | Communication Services ETF | Industrials ETF | Materials ETF | Consumer Discretionary ETF | SP1500 | SP1500 | Materials ETF | Communication Services ETF | Financials ETF | Consumer Discretionary ETF | Consumer Discretionary ETF | SP500 | SP1500 |
| 8 | Financials ETF | Materials ETF | Health Care ETF | Industrials ETF | Industrials ETF | SP500 | SP600 | Materials ETF | Communication Services ETF | Utilities ETF | Consumer Discretionary ETF | SP400 | Real Estate ETF | SP500 | SP400 | Information Technology ETF | Consumer Discretionary ETF | Consumer Discretionary ETF | Consumer Staples ETF | Industrials ETF | SP1500 | Financials ETF |
| 9 | Health Care ETF | Utilities ETF | SP400 | Consumer Staples ETF | Utilities ETF | SP400 | Financials ETF | Consumer Discretionary ETF | Materials ETF | Industrials ETF | Communication Services ETF | Industrials ETF | SP400 | Industrials ETF | Health Care ETF | SP1500 | SP1500 | Materials ETF | Communication Services ETF | Health Care ETF | SP600 | SP500 |
| 10 | Industrials ETF | SP600 | Utilities ETF | SP600 | Materials ETF | Materials ETF | Communication Services ETF | SP400 | SP600 | SP400 | SP600 | Consumer Discretionary ETF | Materials ETF | Health Care ETF | Utilities ETF | SP500 | SP500 | SP600 | SP400 | SP400 | Real Estate ETF | Real Estate ETF |
| 11 | Information Technology ETF | Real Estate ETF | Communication Services ETF | Health Care ETF | Consumer Staples ETF | Communication Services ETF | Energy ETF | Information Technology ETF | Consumer Staples ETF | Health Care ETF | SP400 | Energy ETF | Industrials ETF | Financials ETF | SP600 | Health Care ETF | Utilities ETF | Industrials ETF | Energy ETF | Energy ETF | SP400 | SP400 |
| 12 | Materials ETF | Consumer Staples ETF | Consumer Discretionary ETF | Real Estate ETF | Energy ETF | Consumer Staples ETF | Utilities ETF | Industrials ETF | Financials ETF | Real Estate ETF | Materials ETF | Consumer Staples ETF | SP600 | Real Estate ETF | Financials ETF | Real Estate ETF | Consumer Staples ETF | SP400 | SP600 | SP600 | Information Technology ETF | Communication Services ETF |
| 13 | Real Estate ETF | Communication Services ETF | Real Estate ETF | Communication Services ETF | Communication Services ETF | Industrials ETF | Materials ETF | SP600 | Utilities ETF | SP600 | Health Care ETF | Real Estate ETF | Financials ETF | Consumer Staples ETF | Real Estate ETF | Consumer Staples ETF | Health Care ETF | Consumer Staples ETF | Materials ETF | Financials ETF | Consumer Discretionary ETF | Information Technology ETF |
| 14 | Utilities ETF | Energy ETF | Consumer Staples ETF | Utilities ETF | Real Estate ETF | Financials ETF | Real Estate ETF | Energy ETF | Health Care ETF | Energy ETF | Energy ETF | Utilities ETF | Energy ETF | Utilities ETF | Energy ETF | Utilities ETF | Information Technology ETF | Utilities ETF | Industrials ETF | Communication Services ETF | Communication Services ETF | Consumer Discretionary ETF |
Comparative to Seasonal Indexes, tells you who is over or underperforming. This is Seasonal Index - Extrapolated Current Quarter. +: seasonal > current -: current > seasonal Note if the final data in the prices ends on a quarter, this will aggregate into the seasonal_index above and there will be no comparison
| 2022-06-17 | |
|---|---|
| Information Technology ETF | 0.105318 |
| Consumer Discretionary ETF | 0.103945 |
| Energy ETF | 0.083099 |
| Materials ETF | 0.071426 |
| SP1500 | 0.070498 |
| SP500 | 0.069644 |
| SP600 | 0.069416 |
| SP400 | 0.069126 |
| Health Care ETF | 0.067854 |
| Communication Services ETF | 0.065505 |
| Real Estate ETF | 0.065298 |
| Financials ETF | 0.052571 |
| Industrials ETF | 0.050194 |
| Consumer Staples ETF | 0.030500 |
| Utilities ETF | 0.022444 |
| 2017-03-31 00:00:00 | 2017-06-30 00:00:00 | 2017-09-30 00:00:00 | 2017-12-31 00:00:00 | 2018-03-31 00:00:00 | 2018-06-30 00:00:00 | 2018-09-30 00:00:00 | 2018-12-31 00:00:00 | 2019-03-31 00:00:00 | 2019-06-30 00:00:00 | 2019-09-30 00:00:00 | 2019-12-31 00:00:00 | 2020-03-31 00:00:00 | 2020-06-30 00:00:00 | 2020-09-30 00:00:00 | 2020-12-31 00:00:00 | 2021-03-31 00:00:00 | 2021-06-30 00:00:00 | 2021-09-30 00:00:00 | 2021-12-31 00:00:00 | 2022-03-31 00:00:00 | 2022-06-17 00:00:00 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | SP1500 | Utilities ETF | Energy ETF | Consumer Discretionary ETF | Consumer Discretionary ETF | Energy ETF | Health Care ETF | Utilities ETF | Information Technology ETF | Utilities ETF | Real Estate ETF | Health Care ETF | Health Care ETF | Consumer Discretionary ETF | Consumer Discretionary ETF | Energy ETF | Energy ETF | Real Estate ETF | Energy ETF | Real Estate ETF | Energy ETF | Information Technology ETF |
| 1 | SP500 | Health Care ETF | SP600 | Energy ETF | SP400 | Utilities ETF | Energy ETF | Real Estate ETF | Real Estate ETF | Financials ETF | Utilities ETF | Information Technology ETF | Consumer Staples ETF | Energy ETF | Materials ETF | SP600 | SP600 | Communication Services ETF | Financials ETF | Utilities ETF | Utilities ETF | Consumer Discretionary ETF |
| 2 | SP600 | Industrials ETF | Materials ETF | Industrials ETF | Information Technology ETF | SP600 | Industrials ETF | Consumer Staples ETF | Industrials ETF | Consumer Staples ETF | Consumer Staples ETF | Communication Services ETF | Information Technology ETF | Information Technology ETF | Communication Services ETF | Financials ETF | Financials ETF | Energy ETF | Real Estate ETF | Materials ETF | Materials ETF | Energy ETF |
| 3 | SP400 | Financials ETF | Financials ETF | Information Technology ETF | SP600 | Real Estate ETF | Information Technology ETF | Health Care ETF | Consumer Discretionary ETF | Industrials ETF | Financials ETF | SP1500 | Utilities ETF | SP400 | Industrials ETF | Communication Services ETF | Materials ETF | Financials ETF | Utilities ETF | Information Technology ETF | Consumer Staples ETF | Materials ETF |
| 4 | Communication Services ETF | Consumer Staples ETF | Information Technology ETF | SP400 | Financials ETF | Health Care ETF | SP500 | Communication Services ETF | SP400 | Communication Services ETF | SP600 | SP500 | Communication Services ETF | Materials ETF | Consumer Staples ETF | SP400 | Industrials ETF | Health Care ETF | Health Care ETF | Consumer Staples ETF | Financials ETF | SP1500 |
| 5 | Consumer Discretionary ETF | SP400 | SP400 | SP500 | Health Care ETF | Consumer Staples ETF | SP1500 | SP500 | Communication Services ETF | SP500 | Communication Services ETF | Financials ETF | SP500 | Communication Services ETF | Information Technology ETF | Industrials ETF | Communication Services ETF | SP500 | SP1500 | SP500 | Health Care ETF | SP500 |
| 6 | Consumer Staples ETF | SP500 | Industrials ETF | SP1500 | SP1500 | SP1500 | Consumer Staples ETF | SP1500 | SP1500 | Materials ETF | SP400 | SP600 | SP1500 | SP600 | SP400 | Consumer Discretionary ETF | Real Estate ETF | SP1500 | SP500 | SP1500 | Industrials ETF | SP600 |
| 7 | Energy ETF | SP1500 | SP1500 | Consumer Staples ETF | SP500 | Consumer Discretionary ETF | SP600 | Financials ETF | SP500 | SP1500 | SP500 | Industrials ETF | Consumer Discretionary ETF | SP1500 | SP500 | Materials ETF | SP400 | Consumer Staples ETF | Communication Services ETF | Consumer Discretionary ETF | SP500 | SP400 |
| 8 | Financials ETF | Materials ETF | SP500 | Materials ETF | Industrials ETF | SP500 | Consumer Discretionary ETF | Materials ETF | Materials ETF | SP400 | SP1500 | SP400 | Real Estate ETF | Industrials ETF | SP1500 | SP1500 | Consumer Discretionary ETF | Information Technology ETF | SP400 | Industrials ETF | SP1500 | Health Care ETF |
| 9 | Health Care ETF | Real Estate ETF | Health Care ETF | Financials ETF | Utilities ETF | SP400 | SP400 | Consumer Discretionary ETF | SP600 | Real Estate ETF | Energy ETF | Energy ETF | SP400 | SP500 | Health Care ETF | SP500 | SP1500 | Industrials ETF | SP600 | Health Care ETF | Real Estate ETF | Communication Services ETF |
| 10 | Industrials ETF | SP600 | Communication Services ETF | Communication Services ETF | Materials ETF | Communication Services ETF | Financials ETF | Industrials ETF | Financials ETF | Health Care ETF | Industrials ETF | Materials ETF | Materials ETF | Health Care ETF | SP600 | Information Technology ETF | SP500 | Utilities ETF | Consumer Staples ETF | SP400 | SP600 | Real Estate ETF |
| 11 | Information Technology ETF | Information Technology ETF | Utilities ETF | SP600 | Communication Services ETF | Information Technology ETF | Communication Services ETF | SP400 | Consumer Staples ETF | Information Technology ETF | Materials ETF | Consumer Discretionary ETF | Industrials ETF | Financials ETF | Utilities ETF | Real Estate ETF | Consumer Staples ETF | Materials ETF | Information Technology ETF | Energy ETF | SP400 | Financials ETF |
| 12 | Materials ETF | Consumer Discretionary ETF | Real Estate ETF | Real Estate ETF | Consumer Staples ETF | Materials ETF | Real Estate ETF | Information Technology ETF | Energy ETF | SP600 | Consumer Discretionary ETF | Consumer Staples ETF | Financials ETF | Real Estate ETF | Financials ETF | Health Care ETF | Health Care ETF | SP600 | Consumer Discretionary ETF | SP600 | Communication Services ETF | Industrials ETF |
| 13 | Real Estate ETF | Communication Services ETF | Consumer Discretionary ETF | Health Care ETF | Real Estate ETF | Industrials ETF | Utilities ETF | SP600 | Utilities ETF | Consumer Discretionary ETF | Information Technology ETF | Real Estate ETF | SP600 | Consumer Staples ETF | Real Estate ETF | Utilities ETF | Utilities ETF | SP400 | Materials ETF | Financials ETF | Consumer Discretionary ETF | Consumer Staples ETF |
| 14 | Utilities ETF | Energy ETF | Consumer Staples ETF | Utilities ETF | Energy ETF | Financials ETF | Materials ETF | Energy ETF | Health Care ETF | Energy ETF | Health Care ETF | Utilities ETF | Energy ETF | Utilities ETF | Energy ETF | Consumer Staples ETF | Information Technology ETF | Consumer Discretionary ETF | Industrials ETF | Communication Services ETF | Information Technology ETF | Utilities ETF |
| Index | Symbol | risk_trend_factor | |
|---|---|---|---|
| 0 | SP500 | SPY | -3.791861 |
| 1 | SP1500 | SPTM | -3.879022 |
| 2 | SP400 | MDYG | -5.134573 |
| 3 | SP600 | SLY | -5.242200 |
| Symbol | risk_trend_factor | Sector | |
|---|---|---|---|
| 3 | VDE | -0.123306 | Energy ETF |
| 2 | VDC | -2.283970 | Consumer Staples ETF |
| 10 | VPU | -2.520459 | Utilities ETF |
| 9 | VNQ | -3.053370 | Real Estate ETF |
| 8 | VAW | -3.165271 | Materials ETF |
| 5 | VHT | -3.323632 | Health Care ETF |
| 6 | VIS | -4.514668 | Industrials ETF |
| 4 | VFH | -4.617891 | Financials ETF |
| 1 | VCR | -4.721407 | Consumer Discretionary ETF |
| 7 | VGT | -4.954472 | Information Technology ETF |
| 0 | VOX | -8.783598 | Communication Services ETF |
Rolling Quarterly Mean Return
Quarterly Returns
0.05262288335150049
array([[<AxesSubplot:title={'center':'risk_trend_factor'}>]], dtype=object)
1520
Index(['Open', 'High', 'Low', 'Close', 'Adj Close', 'Volume', 'Symbol',
'trailing_1yr_max', 'MIN_Lookback_One_Year', 'MIN_Lookback_2_Months',
'MIN_Lookback_1_Months', 'trailing_1yr_min', 'supply_trend_1yr',
'supply_trend_60d', 'supply_trend_30d', 'trailing_60d_max',
'trailing_60d_min', 'trailing_30d_max', 'trailing_30d_min', '90dSMA',
'90dSDev', 'TP', '21dstdTP', '21dMA-TP', '21dBOLU', '21dBOLD',
'trailing_risk_40d_max', 'trailing_risk_40d_min', 'risk_per_share',
'30d_vol', '30d_vol_2yr', 'volume_factor', '1YMF', 'risk_trend_factor'],
dtype='object')
Index(['Symbol', 'max_2y', 'min_2y', 'std_2y', 'mean_2y', 'max_1y', 'min_1y',
'std_1y', 'mean_1y', 'latest_p', '2yr_close_0pct', '2yr_close_2pct',
'2yr_close_9pct', '2yr_close_25pct', '2yr_close_50pct',
'2yr_close_75pct', '2yr_close_91pct', '2yr_close_98pct',
'2yr_close_100pct', '1yr_close_0pct', '1yr_close_2pct',
'1yr_close_9pct', '1yr_close_25pct', '1yr_close_50pct',
'2yr_close_75pct', '1yr_close_91pct', '1yr_close_98pct',
'1yr_close_100pct', 'risk_trend_factor', 'supply_trend_1yr',
'supply_trend_60d', 'supply_trend_30d', 'vol_30d_2yr', 'pct_1yr',
'pct_2yr', 'MIN_Lookback_One_Year', 'MIN_Lookback_2_Months',
'MIN_Lookback_1_Months', 'vol_30d', 'volume_factor', 'adf', 'hurst',
'1YMF', 'Market Index', 'Sector'],
dtype='object')
| latest_p | MIN_Lookback_One_Year | MIN_Lookback_2_Months | MIN_Lookback_1_Months | risk_trend_factor | volume_factor | adf | hurst | Sector | Market Index | index | index_Symbol | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Symbol | ||||||||||||
| ACC | 64.230003 | 49.209999 | 65.019997 | 65.019997 | 10.926848 | 2.134689 | 0.978004 | 0.420279 | Real Estate | SP400 | NaN | NaN |
| MTOR | 35.939999 | 32.93 | 36.279999 | 36.279999 | 5.065223 | 1.664475 | 0.319063 | 0.43585 | error | SP600 | NaN | NaN |
| TVTY | 32.130001 | 27.870001 | 32.889999 | 32.889999 | 2.341879 | 1.643789 | 0.518794 | 0.448871 | Healthcare | SP600 | NaN | NaN |
| BANF | 94.860001 | 77.379997 | 86.82 | 86.82 | 2.011991 | 1.135864 | 0.955166 | 0.536352 | error | SP600 | NaN | NaN |
| Y | 830.5 | 737.890015 | 862.869995 | 862.869995 | 1.771776 | 1.56538 | 0.382688 | 0.459685 | Financial Services | SP400 | NaN | NaN |
| ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... |
| CTXS | NaN | NaN | NaN | NaN | -5.480815 | NaN | NaN | NaN | Technology | NaN | SP500 | SPY |
| OFG | NaN | NaN | NaN | NaN | -2.122353 | NaN | NaN | NaN | error | NaN | SP600 | SLY |
| LYLT | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | Technology | NaN | SP600 | SLY |
| CHTR | NaN | NaN | NaN | NaN | -9.364464 | NaN | NaN | NaN | Communication Services | NaN | SP500 | SPY |
| SPY | NaN | NaN | NaN | NaN | -3.791861 | NaN | NaN | NaN | error | NaN | NaN | NaN |
1558 rows × 12 columns
temp_sm
| index | MIN_Lookback_One_Year | MIN_Lookback_2_Months | MIN_Lookback_1_Months | risk_trend_factor | risk_per_share | volume_factor | |
|---|---|---|---|---|---|---|---|
| Symbol | |||||||
| A | 2022-06-17 | 147.679993 | 179.570007 | 179.570007 | -9.088903 | 18.559998 | 1.131711 |
| AA | 2022-06-17 | 44.419998 | 98.089996 | 98.089996 | -3.704472 | 25.040001 | 0.98632 |
| AAL | 2022-06-17 | 22.549999 | 22.549999 | 22.549999 | -3.126898 | 9.219999 | 0.707794 |
| AAN | 2022-06-17 | NaN | 35.439999 | 35.439999 | NaN | 6.969999 | NaN |
| AAON | 2022-06-17 | 81.25 | 83.790001 | 83.790001 | -10.22921 | 9.380001 | 1.041044 |
| ... | ... | ... | ... | ... | ... | ... | ... |
| ZIMV | 2022-06-17 | NaN | NaN | NaN | NaN | 7.92 | NaN |
| ZION | 2022-06-17 | 60.650002 | 75.440002 | 75.440002 | -4.600841 | 11.900002 | 0.978199 |
| ZTS | 2022-06-17 | 187.320007 | 249.270004 | 249.270004 | -6.71488 | 31.180008 | 1.095466 |
| ZUMZ | 2022-06-17 | 50.060001 | 55.099998 | 55.099998 | -5.921479 | 12.989998 | 1.674903 |
| ZYXI | 2022-06-17 | 16.263636 | 16.263636 | 16.263636 | -10.695845 | 2.43 | 0.673641 |
1519 rows × 7 columns
Index(['risk_trend_factor', 'Sector', 'index', 'index_Symbol'], dtype='object')
| MIN_Lookback_One_Year | MIN_Lookback_2_Months | MIN_Lookback_1_Months | risk_trend_factor | risk_per_share | volume_factor | index | sector | sector_risk_trend_factor | index | Sector | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Symbol | |||||||||||
| ACC | 49.209999 | 65.019997 | 65.019997 | 10.926848 | 1.23 | 2.134689 | VNQ | MDYG | -3.05337 | SP400 | Real Estate |
| MTOR | 32.93 | 36.279999 | 36.279999 | 5.065223 | 0.459999 | 1.664475 | error | SLY | error | SP600 | error |
| TVTY | 27.870001 | 32.889999 | 32.889999 | 2.341879 | 1.170002 | 1.643789 | VHT | SLY | -3.323632 | SP600 | Healthcare |
| BANF | 77.379997 | 86.82 | 86.82 | 2.011991 | 16.68 | 1.135864 | error | SLY | error | SP600 | error |
| Y | 737.890015 | 862.869995 | 862.869995 | 1.771776 | 15.72998 | 1.56538 | VFH | MDYG | -4.617891 | SP400 | Financial Services |
| SAFM | 177.479996 | 200.0 | 200.0 | 1.751569 | 27.089996 | 1.334104 | VDC | MDYG | -2.28397 | SP400 | Consumer Defensive |
| SJI | 29.24 | 35.32 | 35.32 | 1.295238 | 2.100002 | 0.791297 | error | SLY | error | SP600 | error |
| LNTH | 25.790001 | 64.139999 | 69.738998 | 1.178774 | 19.079998 | 1.823238 | VHT | SLY | -3.323632 | SP600 | Healthcare |
| ROG | 206.130005 | 274.51001 | 274.51001 | 1.068804 | 21.51001 | 0.980653 | error | SLY | error | SP600 | error |
| TWI | 11.82 | 15.77 | 18.889999 | 0.931088 | 6.53 | 1.389288 | VIS | SLY | -4.514668 | SP600 | Industrials |
| PBF | 18.780001 | 30.129999 | 32.41 | 0.887657 | 19.849998 | 0.835417 | VDE | SLY | -0.123306 | SP600 | Energy |
| GO | 36.77 | 36.77 | 37.82 | 0.842135 | 10.793999 | 1.191531 | VDC | MDYG | -2.28397 | SP400 | Consumer Defensive |
| HRB | 26.23 | 28.17 | 34.959999 | 0.731411 | 13.180002 | 0.963511 | VCR | MDYG | -4.721407 | SP400 | Consumer Cyclical |
| AZPN | 162.559998 | 169.220001 | 191.460007 | 0.719312 | 61.670013 | 0.677612 | VGT | MDYG | -4.954472 | SP400 | Technology |
| CEIX | 18.93 | 50.389999 | 55.259998 | 0.677246 | 20.48 | 1.548727 | VDE | SLY | -0.123306 | SP600 | Energy |
| PSB | 165.850006 | 189.229996 | 189.830002 | 0.57675 | 22.279999 | 2.540601 | VNQ | MDYG | -3.05337 | SP400 | Real Estate |
| MCK | 204.660004 | 333.440002 | 339.940002 | 0.573819 | 41.25 | 1.048139 | VHT | SPY | -3.323632 | SP500 | Healthcare |
| GCP | 27.780001 | 32.279999 | 32.279999 | 0.502796 | 0.895 | 1.87078 | error | SLY | error | SP600 | error |
| WRB | 54.953335 | 71.269997 | 71.529999 | 0.374885 | 7.220001 | 1.220256 | VFH | SPY | -4.617891 | SP500 | Financial Services |
| FCN | 147.380005 | 167.279999 | 170.649994 | 0.359043 | 18.800003 | 0.694756 | error | MDYG | error | SP400 | error |
| XOM | 64.800003 | 91.510002 | 92.919998 | 0.347413 | 26.279999 | 1.153813 | VDE | SPY | -0.123306 | SP500 | Energy |
| MANT | 92.0 | 92.0 | 94.730003 | 0.320637 | 17.590004 | 2.782348 | VGT | SLY | -4.954472 | SP600 | Technology |
| SM | 24.780001 | 43.689999 | 43.689999 | 0.305033 | 22.850002 | 0.640686 | VDE | SLY | -0.123306 | SP600 | Energy |
| DINO | 39.389999 | 40.950001 | 48.290001 | 0.269915 | 23.599998 | 1.094012 | VDE | MDYG | -0.123306 | SP400 | Energy |
| PLAB | 14.56 | 20.299999 | 20.299999 | 0.264129 | 8.670001 | 2.163783 | VGT | SLY | -4.954472 | SP600 | Technology |
| MPC | 64.839996 | 91.879997 | 98.290001 | 0.209274 | 32.779999 | 1.221452 | VDE | SPY | -0.123306 | SP500 | Energy |
| LLY | 235.850006 | 314.0 | 314.0 | 0.187301 | 47.25 | 0.967658 | VHT | SPY | -3.323632 | SP500 | Healthcare |
| VLO | 84.949997 | 111.519997 | 131.690002 | 0.182835 | 50.099998 | 1.3872 | VDE | SPY | -0.123306 | SP500 | Energy |
| APA | 24.299999 | 45.220001 | 45.27 | 0.181301 | 15.830002 | 0.999608 | VDE | SPY | -0.123306 | SP500 | Energy |
| PPC | 26.280001 | 29.700001 | 30.559999 | 0.177885 | 8.32 | 1.275425 | VDC | MDYG | -2.28397 | SP400 | Consumer Defensive |
| MRO | 14.16 | 27.719999 | 29.0 | 0.151107 | 10.390001 | 1.000459 | VDE | SPY | -0.123306 | SP500 | Energy |
| DVN | 31.99 | 64.980003 | 73.18 | 0.148782 | 26.280003 | 1.104104 | VDE | SPY | -0.123306 | SP500 | Energy |
| UTHR | 212.619995 | 218.380005 | 218.380005 | 0.139402 | 62.839996 | 1.481235 | VHT | MDYG | -3.323632 | SP400 | Healthcare |
| VIVO | 27.450001 | 28.719999 | 28.719999 | 0.109712 | 5.559999 | 0.591657 | VHT | SLY | -3.323632 | SP600 | Healthcare |
| ROCC | 25.59 | 42.66 | 42.66 | 0.108216 | 23.564001 | 1.213679 | VDE | SLY | -0.123306 | SP600 | Energy |
| COP | 61.779999 | 107.519997 | 108.300003 | 0.10252 | 35.310005 | 0.95084 | VDE | SPY | -0.123306 | SP500 | Energy |
| OXY | 32.52 | 63.240002 | 69.169998 | 0.093736 | 22.510002 | 1.190976 | VDE | SPY | -0.123306 | SP500 | Energy |
| MGPI | 76.68 | 97.610001 | 104.0 | 0.074244 | 15.220001 | 1.204144 | error | SLY | error | SP600 | error |
| MTDR | 34.91 | 59.119999 | 59.27 | 0.012469 | 24.059998 | 0.702256 | VDE | MDYG | -0.123306 | SP400 | Energy |
| CIVI | 50.98 | 66.419998 | 67.610001 | -0.161203 | 29.590004 | 1.757641 | VDE | SLY | -0.123306 | SP600 | Energy |
| AZO | 1542.300049 | 2267.22998 | 2267.399902 | -0.188687 | 526.160034 | 1.078463 | VCR | SPY | -4.721407 | SP500 | Consumer Cyclical |
| MUSA | 159.0 | 249.110001 | 262.579987 | -0.239876 | 45.189987 | 1.334565 | VCR | MDYG | -4.721407 | SP400 | Consumer Cyclical |
| UFCS | 32.93 | 32.93 | 32.93 | -0.241611 | 4.470001 | 1.187165 | error | SLY | error | SP600 | error |
| CVBF | 24.370001 | 24.370001 | 24.370001 | -0.307694 | 2.34 | 1.598852 | VFH | SLY | -4.617891 | SP600 | Financial Services |
| EOG | 87.989998 | 127.949997 | 132.350006 | -0.308981 | 42.980003 | 0.966433 | VDE | SPY | -0.123306 | SP500 | Energy |
| CYTK | 30.139999 | 47.900002 | 47.900002 | -0.373333 | 11.25 | 0.618546 | VHT | SLY | -3.323632 | SP600 | Healthcare |
| ULTA | 351.720001 | 437.220001 | 438.630005 | -0.406162 | 98.680023 | 1.308411 | VCR | SPY | -4.721407 | SP500 | Consumer Cyclical |
| EQT | 23.24 | 45.5 | 45.5 | -0.406587 | 15.790001 | 1.286201 | VDE | MDYG | -0.123306 | SP400 | Energy |
| PTEN | 10.99 | 18.719999 | 18.77 | -0.410714 | 6.72 | 1.071603 | VDE | SLY | -0.123306 | SP600 | Energy |
| LPI | 75.059998 | 99.260002 | 99.260002 | -0.436873 | 66.77 | 1.480449 | VDE | SLY | -0.123306 | SP600 | Energy |
| NTCT | 31.91 | 34.869999 | 35.349998 | -0.451351 | 7.4 | 1.227115 | VGT | SLY | -4.954472 | SP600 | Technology |
| BMY | 67.959999 | 78.129997 | 78.470001 | -0.471015 | 6.900002 | 1.240092 | VHT | SPY | -3.323632 | SP500 | Healthcare |
| PSX | 94.339996 | 94.339996 | 98.660004 | -0.476348 | 33.190002 | 1.286747 | VDE | SPY | -0.123306 | SP500 | Energy |
| NOC | 379.029999 | 490.820007 | 490.820007 | -0.478305 | 60.379974 | 0.996341 | VIS | SPY | -4.514668 | SP500 | Industrials |
| SNEX | 70.470001 | 77.5 | 77.5 | -0.482537 | 14.030006 | 1.141643 | VFH | SLY | -4.617891 | SP600 | Financial Services |
| TALO | 18.24 | 20.6 | 21.370001 | -0.496599 | 8.82 | 1.661246 | VDE | SLY | -0.123306 | SP600 | Energy |
| FANG | 92.309998 | 147.990005 | 147.990005 | -0.501874 | 42.680008 | 1.13222 | VDE | SPY | -0.123306 | SP500 | Energy |
| CVX | 113.110001 | 174.759995 | 175.649994 | -0.502048 | 36.610001 | 1.062215 | VDE | SPY | -0.123306 | SP500 | Energy |
| CTRA | 20.33 | 31.42 | 33.0 | -0.506416 | 10.129999 | 1.576163 | VDE | SPY | -0.123306 | SP500 | Energy |
| DLTR | 120.370003 | 177.149994 | 177.190002 | -0.509804 | 47.939995 | 1.139688 | VDC | SPY | -2.28397 | SP500 | Consumer Defensive |
| EXLS | 108.07 | 153.139999 | 154.979996 | -0.516764 | 25.949997 | 1.162846 | error | SLY | error | SP600 | error |
| PDCE | 49.919998 | 79.389999 | 79.389999 | -0.539647 | 26.610001 | 1.314132 | VDE | MDYG | -0.123306 | SP400 | Energy |
| SAFT | 87.980003 | 93.18 | 93.18 | -0.545302 | 11.920006 | 1.224409 | VFH | SLY | -4.617891 | SP600 | Financial Services |
| RRC | 16.32 | 34.610001 | 34.610001 | -0.564298 | 11.819998 | 0.930726 | VDE | MDYG | -0.123306 | SP400 | Energy |
| HES | 90.970001 | 117.059998 | 119.43 | -0.576982 | 32.670006 | 1.067832 | VDE | SPY | -0.123306 | SP500 | Energy |
| VRTX | 234.580002 | 292.75 | 292.75 | -0.630965 | 48.830002 | 0.879467 | VHT | SPY | -3.323632 | SP500 | Healthcare |
| HALO | 46.619999 | 46.619999 | 46.619999 | -0.639725 | 11.630001 | 0.928279 | VHT | MDYG | -3.323632 | SP400 | Healthcare |
| CSL | 197.210007 | 260.690002 | 275.130005 | -0.659255 | 44.520004 | 0.893561 | error | MDYG | error | SP400 | error |
| NFG | 55.220001 | 74.32 | 74.32 | -0.690476 | 10.919998 | 1.09896 | VDE | MDYG | -0.123306 | SP400 | Energy |
| CAL | 28.34 | 29.360001 | 29.360001 | -0.694553 | 10.280001 | 1.602114 | VCR | SLY | -4.721407 | SP600 | Consumer Cyclical |
| UNM | 31.98 | 34.029999 | 36.73 | -0.695054 | 7.280003 | 0.872299 | VFH | MDYG | -4.617891 | SP400 | Financial Services |
| HSY | 175.550003 | 231.0 | 231.600006 | -0.706836 | 28.380005 | 1.169855 | VDC | SPY | -2.28397 | SP500 | Consumer Defensive |
| GFF | 29.190001 | 29.42 | 31.700001 | -0.713654 | 15.820002 | 1.243283 | VIS | SLY | -4.514668 | SP600 | Industrials |
| PXD | 175.369995 | 260.0 | 279.980011 | -0.727749 | 68.759995 | 1.317982 | VDE | SPY | -0.123306 | SP500 | Energy |
nominal, pct_change, pct_change().cumsum Market volatility
Consumer Confidence
Unemployment
Inflation
Interest Rates
10 Year to 3 Month
Recession Indicator
adf < .05 or .01, mean reverting
Hurst
> .5 - The time series is mean reverting.
= .5 - The time series is a Geometric Brownian Motion.
< .5 - The time series is trending.
symbol: SPY
sector: error
sector: error
Index: SP500
vol_30d_2yr: 1719938470.5078125
Sector 1YMF: -287.8400573730469
1YMF: -287.8400573730469
risk trend factor: -3.791860877423899
totalAssets trailingPE
SPY 3.781762e+11 3.915463
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 365.859985 | 364.518828 | 396.470318 | 428.421808 | 419.420001 | 25.514981 | 368.390039 | 470.449963 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| SPY | 1.183517 | 365.859985 | 1719938470.507812 | 0.369677 | 0.658465 | 0.422658 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: ['add', 'mul', True] best inner cv score, sdev (11 folds): 1596.0716781966541 2394.5624623333656 test cv mean error, stdev (10 folds): 1700.9872462466215 2487.2162000395974 sell date: 2022-08-26 expected return: 0.03006030216943287 discounted return: 0.0004488483738653848 quarter return: 1.0421488524669174
['options', ('2022-06-30', '2022-09-16', '2022-09-30', '2022-12-16', '2023-01-20', '2023-03-17', '2023-06-16', '2023-12-15', '2024-01-19', '2024-12-20')]
symbol: SPTM
sector: error
sector: error
Index: SP1500
vol_30d_2yr: 10189559.1796875
Sector 1YMF: -34.95000076293945
1YMF: -34.95000076293945
risk trend factor: -3.8790224724143685
Empty DataFrame
Columns: []
Index: [SPTM]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 45.310001 | 44.984943 | 48.919841 | 52.854739 | 51.683968 | 3.088065 | 45.507837 | 57.860099 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| SPTM | 1.653055 | 45.310001 | 10189559.179688 | 0.388272 | 0.658826 | 0.429487 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: ['add', 'add', False] best inner cv score, sdev (11 folds): 26.394416339138864 42.330559554706326 test cv mean error, stdev (10 folds): 28.190469214689465 43.99527833378243 sell date: 2022-08-26 expected return: 0.07465838940675362 discounted return: 0.00109154733162109 quarter return: 1.105577238641557
symbol: MDYG
sector: error
sector: error
Index: SP400
vol_30d_2yr: 4938966.40625
Sector 1YMF: -69.05999755859375
1YMF: -69.05999755859375
risk trend factor: -5.134573474205833
totalAssets
MDYG 1.506270e+09
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 59.93 | 59.511554 | 65.413016 | 71.314478 | 69.046349 | 4.323319 | 60.399712 | 77.692987 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MDYG | 0.576598 | 59.93 | 4938966.40625 | 0.256027 | 0.494117 | 0.451147 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: [None, 'add', True] best inner cv score, sdev (11 folds): 85.2363974147996 165.19312912990566 test cv mean error, stdev (10 folds): 92.56630196775387 171.54196143116857 sell date: 2022-06-24 expected return: 0.004979507189050403 discounted return: 0.0016570882713884405 quarter return: 1.164539752845886
symbol: SLY sector: error sector: error Index: SP600 vol_30d_2yr: 1808137.109375 Sector 1YMF: -77.27001953125 1YMF: -77.27001953125 risk trend factor: -5.242200185196592 Empty DataFrame Columns: [] Index: [SLY]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 78.089996 | 78.068302 | 85.071269 | 92.074236 | 88.226349 | 4.474948 | 79.276452 | 97.176246 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| SLY | 1.23276 | 78.089996 | 1808137.109375 | 0.449524 | 0.532018 | 0.51304 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: ['add', 'mul', True] best inner cv score, sdev (11 folds): 128.19891433286836 187.56519270552653 test cv mean error, stdev (10 folds): 137.65292970980926 194.20507087940797 sell date: 2022-08-26 expected return: 0.046275734526300405 discounted return: 0.0006856431191577528 quarter return: 1.0650881353598132
symbol: VDE
sector: error
sector: Energy
Index: nan
vol_30d_2yr: 25785341.015625
Sector 1YMF: -3.82000732421875
1YMF: -3.82000732421875
risk trend factor: -0.12330558135216596
totalAssets trailingPE
VDE 1.106882e+10 8.922911
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 102.349998 | 106.909959 | 119.43381 | 131.957661 | 112.539048 | 6.727104 | 99.08484 | 125.993256 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VDE | 0.896641 | 102.349998 | 25785341.015625 | 0.70127 | 0.621023 | 0.512979 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: [None, None] best inner cv score, sdev (11 folds): 193.76777233973687 221.58393285871566 test cv mean error, stdev (10 folds): 212.28898331472033 224.13387833049924 sell date: 2022-06-24 expected return: 1.90756226590671e-05 discounted return: 6.358500455716509e-06 quarter return: 1.0005851513164046
symbol: VDC
sector: error
sector: Consumer Defensive
Index: nan
vol_30d_2yr: 3264449.609375
Sector 1YMF: -74.80001831054688
1YMF: -74.80001831054688
risk trend factor: -2.283970024749523
totalAssets
VDC 7.752956e+09
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 177.059998 | 176.153403 | 185.845715 | 195.538026 | 194.674128 | 7.920194 | 178.833739 | 210.514517 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VDC | 1.413592 | 177.059998 | 3264449.609375 | 0.48903 | 0.752482 | 0.355797 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: [None, 'add', False] best inner cv score, sdev (11 folds): 191.4979132949934 238.74580568254396 test cv mean error, stdev (10 folds): 195.94535056184174 249.96392540285612 sell date: 2022-09-23 expected return: 0.014002841455701815 discounted return: 0.00014794399997075658 quarter return: 1.0137028767516196
['options', ('2022-07-15',)]
symbol: VPU
sector: error
sector: Utilities
Index: nan
vol_30d_2yr: 5031661.71875
Sector 1YMF: -59.12998962402344
1YMF: -59.12998962402344
risk trend factor: -2.5204591944584465
totalAssets
VPU 7.854255e+09
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 141.440002 | 142.694749 | 156.469524 | 170.244299 | 158.564286 | 5.736683 | 147.09092 | 170.037651 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VPU | 1.250581 | 141.440002 | 5031661.71875 | 0.451674 | 0.569436 | 0.290073 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: ['add', 'add', True] best inner cv score, sdev (11 folds): 259.9034878193785 631.2667191269611 test cv mean error, stdev (10 folds): 285.00332173362267 656.8252847073318 sell date: 2022-07-01 expected return: 0.027129150570113128 discounted return: 0.002680353563686788 quarter return: 1.2792355073594421
symbol: VNQ
sector: error
sector: Real Estate
Index: nan
vol_30d_2yr: 102932828.515625
Sector 1YMF: -76.09000396728516
1YMF: -76.09000396728516
risk trend factor: -3.053370235265123
totalAssets
VNQ 7.839537e+10
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 87.699997 | 86.580768 | 94.91381 | 103.246851 | 101.788572 | 7.189885 | 87.408801 | 116.168343 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VNQ | 1.231534 | 87.699997 | 102932828.515625 | 0.296727 | 0.445676 | 0.39584 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: ['add', 'add', False] best inner cv score, sdev (11 folds): 153.2875086532483 322.6295988206993 test cv mean error, stdev (10 folds): 167.13346592863107 335.2462197946879 sell date: 2022-09-02 expected return: 0.03417409183040843 discounted return: 0.00046042280116198597 quarter return: 1.0432586680960334
['options', ('2023-01-20', '2024-01-19')]
symbol: VAW
sector: error
sector: Basic Materials
Index: nan
vol_30d_2yr: 2683599.21875
Sector 1YMF: -109.739990234375
1YMF: -109.739990234375
risk trend factor: -3.165271062358118
totalAssets
VAW 5.085875e+09
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 162.800003 | 163.360294 | 181.546031 | 199.731768 | 187.277779 | 8.558355 | 170.161068 | 204.394489 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VAW | 1.040096 | 162.800003 | 2683599.21875 | 0.553392 | 0.650248 | 0.42433 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: [None, 'mul', True] best inner cv score, sdev (11 folds): 287.2375131034871 405.64150285822024 test cv mean error, stdev (10 folds): 311.0194871829152 418.0647406730486 sell date: 2022-06-24 expected return: 0.004089425305517939 discounted return: 0.0013612878230990777 quarter return: 1.1333221941307032
['options', ('2022-08-19',)]
symbol: VHT
sector: error
sector: Healthcare
Index: nan
vol_30d_2yr: 5367987.5
Sector 1YMF: -122.20997619628906
1YMF: -122.20997619628906
risk trend factor: -3.3236323632363236
totalAssets trailingPE
VHT 1.866525e+10 4.871585
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 220.210007 | 218.770447 | 234.353333 | 249.93622 | 243.78492 | 11.544258 | 220.696404 | 266.873435 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VHT | 1.223885 | 220.210007 | 5367987.5 | 0.406751 | 0.629182 | 0.332826 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: [None, 'add', False] best inner cv score, sdev (11 folds): 387.9568267191237 524.4913701409424 test cv mean error, stdev (10 folds): 393.7137195903978 549.7597267187207 sell date: 2022-09-23 expected return: 0.01582204925193808 discounted return: 0.00016701591839241026 quarter return: 1.0154828173350399
symbol: VIS sector: error sector: Industrials Index: nan vol_30d_2yr: 3372254.1015625 Sector 1YMF: -141.5800018310547 1YMF: -141.5800018310547 risk trend factor: -4.514668337867341 Empty DataFrame Columns: [] Index: [VIS]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 159.809998 | 159.424409 | 172.598254 | 185.772099 | 181.362857 | 9.892736 | 161.577386 | 201.148329 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VIS | 0.869685 | 159.809998 | 3372254.101562 | 0.42518 | 0.484643 | 0.470479 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: ['mul', 'mul', False] best inner cv score, sdev (11 folds): 486.58909352720707 806.4213614790817 test cv mean error, stdev (10 folds): 522.7693634185948 837.2262774693609 sell date: 2022-08-26 expected return: 0.07072829370193244 discounted return: 0.0010359766361507372 quarter return: 1.0999453702998094
['options', ('2022-08-19',)]
symbol: VFH
sector: error
sector: Financial Services
Index: nan
vol_30d_2yr: 16520124.609375
Sector 1YMF: -72.2699966430664
1YMF: -72.2699966430664
risk trend factor: -4.617890709055871
totalAssets
VFH 1.046217e+10
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 75.849998 | 74.907534 | 82.472858 | 90.038182 | 86.832222 | 5.55532 | 75.721582 | 97.942862 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VFH | 1.270717 | 75.849998 | 16520124.609375 | 0.43829 | 0.480904 | 0.491635 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: [None, None] best inner cv score, sdev (11 folds): 103.9126085656188 124.62474054095179 test cv mean error, stdev (10 folds): 110.84480150169134 128.6695389843969 sell date: 2022-06-24 expected return: 0.004058468501037381 discounted return: 0.0013509968193301525 quarter return: 1.132251155592763
['options', ('2022-08-19',)]
symbol: VCR
sector: error
sector: Consumer Cyclical
Index: nan
vol_30d_2yr: 2596418.1640625
Sector 1YMF: -359.96002197265625
1YMF: -359.96002197265625
risk trend factor: -4.72140697901556
totalAssets
VCR 5.266340e+09
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 225.869995 | 218.39857 | 242.946031 | 267.493493 | 271.133333 | 28.125894 | 214.881544 | 327.385121 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VCR | 1.292819 | 225.869995 | 2596418.164062 | 0.205768 | 0.641228 | 0.473825 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: ['add', 'add', False] best inner cv score, sdev (11 folds): 1227.2626281195471 1850.6109831569481 test cv mean error, stdev (10 folds): 1337.1747966756889 1906.3986371871604 sell date: 2022-09-23 expected return: 0.08950628504943088 discounted return: 0.0009123802651627155 quarter return: 1.0875209145152658
symbol: VGT
sector: error
sector: Technology
Index: nan
vol_30d_2yr: 14308852.5390625
Sector 1YMF: -363.4599914550781
1YMF: -363.4599914550781
risk trend factor: -4.954471974241429
totalAssets
VGT 5.044675e+10
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 319.809998 | 313.391914 | 345.179842 | 376.96777 | 371.755716 | 29.840347 | 312.075022 | 431.43641 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VGT | 1.152846 | 319.809998 | 14308852.539062 | 0.262275 | 0.685573 | 0.43018 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: [None, 'mul', False] best inner cv score, sdev (11 folds): 1350.193677658229 1233.359362744435 test cv mean error, stdev (10 folds): 1427.6805113722019 1267.7723899119896 sell date: 2022-09-23 expected return: 0.04405796862250232 discounted return: 0.000458775560857827 quarter return: 1.043100650903584
['options', ('2022-08-19',)]
symbol: VOX
sector: error
sector: Communication Services
Index: nan
vol_30d_2yr: 4644931.8359375
Sector 1YMF: -166.010009765625
1YMF: -166.010009765625
risk trend factor: -8.783597691159713
totalAssets trailingPE
VOX 3.327463e+09 4.656447
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 92.860001 | 91.464788 | 99.415079 | 107.365371 | 107.439841 | 9.28909 | 88.861661 | 126.018022 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VOX | 1.840996 | 92.860001 | 4644931.835938 | 0.059723 | 0.708136 | 0.512969 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: ['add', 'mul', True] best inner cv score, sdev (11 folds): 132.7325527277386 122.26445062456351 test cv mean error, stdev (10 folds): 142.3400353480088 124.21072042745833 sell date: 2022-08-26 expected return: 0.0393339470744943 discounted return: 0.0005847174333815097 quarter return: 1.055250609061591
['options', ('2022-07-15',)]
symbol: ACC
sector: Real Estate
Index: SP400
vol_30d_2yr: 27009982.03125
Sector 1YMF: 13.440017700195312
1YMF: 13.440017700195312
risk trend factor: 10.926847725292072
beta currentRatio debtToEquity dividendRate dividendYield \
ACC 1.00147 2.184 122.276 1.88 0.029
earningsGrowth ebitda ebitdaMargins forwardPE grossMargins \
ACC 1.498 466354240 0.47421 98.630775 0.5349
grossProfits heldPercentInstitutions industry marketCap \
ACC 498042000 0.97986 REIT—Residential 8921355264
operatingMargins payoutRatio pegRatio priceToBook \
ACC 0.19318 4.7 1.96 2.988393
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
ACC 9.071645 0.06005 1.888 0.01582
returnOnEquity revenueGrowth revenuePerShare sector \
ACC 0.01872 0.176 7.081 Real Estate
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
ACC 139156992 0.86 87656000 0.63 4008523008
totalRevenue trailingPE
ACC 983433024 512.88
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 64.230003 | 64.240713 | 64.712222 | 65.183731 | 62.082857 | 3.916774 | 54.249309 | 69.916406 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| ACC | 2.134689 | 64.230003 | 27009982.03125 | 0.97101 | 0.978004 | 0.420279 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -76.09000396728516 Sector Volume Factor: 1.2315342134094496 Sector Risk Trend Factor: -3.053370235265123 Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: [None, 'add', False] best inner cv score, sdev (11 folds): 60.642661849574026 138.4801125317066 test cv mean error, stdev (10 folds): 66.26514528140774 144.03707925063085 sell date: 2022-09-23 expected return: 0.0364129850039184 discounted return: 0.0003805585491178931 quarter return: 1.0356246034267633
['quarterly_balance_sheet', 2022-03-31 2021-12-31 2021-09-30 \
Capital Surplus 4.693018e+09 4.694242e+09 4.538210e+09
Total Liab 4.218002e+09 4.273301e+09 4.501487e+09
Total Stockholder Equity 3.093994e+09 3.117378e+09 2.982993e+09
Minority Interest 1.842520e+08 1.839070e+08 6.423900e+07
Deferred Long Term Liab 7.300000e+06 3.450000e+07 2.750000e+07
Total Assets 7.496248e+09 7.574586e+09 7.548719e+09
Common Stock 1.393000e+06 1.391000e+06 1.390000e+06
Other Current Assets 1.698800e+07 1.432600e+07 2.016300e+07
Other Liab 1.522020e+08 1.697290e+08 1.850330e+08
Treasury Stock -1.600417e+09 -1.578255e+09 -1.556607e+09
Other Assets 2.143290e+08 1.773490e+08 2.318220e+08
Cash 8.765600e+07 1.203510e+08 4.207300e+07
Total Current Liabilities 5.727700e+07 1.168230e+08 9.838000e+07
Other Stockholder Equity -1.596530e+09 -1.574312e+09 -1.551896e+09
Property Plant Equipment 7.156799e+09 7.198609e+09 7.232212e+09
Total Current Assets 1.251200e+08 1.678280e+08 8.468500e+07
Net Tangible Assets 3.093994e+09 3.086578e+09 2.982993e+09
Net Receivables 2.047600e+07 3.268700e+07 2.218800e+07
Long Term Debt 3.509626e+09 3.513684e+09 3.723677e+09
Accounts Payable 5.727700e+07 9.306700e+07 9.838000e+07
Intangible Assets NaN 3.080000e+07 NaN
2021-06-30
Capital Surplus 4.515450e+09
Total Liab 4.437234e+09
Total Stockholder Equity 3.035925e+09
Minority Interest 6.528200e+07
Deferred Long Term Liab 2.460000e+07
Total Assets 7.538441e+09
Common Stock 1.386000e+06
Other Current Assets 2.747600e+07
Other Liab 1.373950e+08
Treasury Stock -1.480911e+09
Other Assets 2.333970e+08
Cash 3.028300e+07
Total Current Liabilities 6.970500e+07
Other Stockholder Equity -1.476181e+09
Property Plant Equipment 7.237327e+09
Total Current Assets 6.771700e+07
Net Tangible Assets 3.035925e+09
Net Receivables 9.775000e+06
Long Term Debt 3.734507e+09
Accounts Payable 6.970500e+07
Intangible Assets NaN ]
['quarterly_cashflow', 2022-03-31 2021-12-31 \
Net Income 39183000.0 40712000.0
Change To Liabilities 0.0 -5928000.0
Total Cashflows From Investing Activities NaN -39104000.0
Net Borrowings NaN -203737000.0
Total Cash From Financing Activities NaN -2685000.0
Change To Operating Activities NaN -4668000.0
Issuance Of Stock NaN 1000.0
Change In Cash NaN 72441000.0
Total Cash From Operating Activities NaN 114230000.0
Depreciation NaN 69294000.0
Other Cashflows From Investing Activities NaN -436000.0
Dividends Paid NaN -65817000.0
Change To Account Receivables NaN 8001000.0
Other Cashflows From Financing Activities NaN 266868000.0
Change To Netincome NaN 5202000.0
Repurchase Of Stock NaN NaN
2021-09-30 2021-06-30
Net Income -11439000.0 -9402000.0
Change To Liabilities 28335000.0 11132000.0
Total Cashflows From Investing Activities -57467000.0 -76294000.0
Net Borrowings -10415000.0 53424000.0
Total Cash From Financing Activities -57209000.0 17226000.0
Change To Operating Activities 40390000.0 -29447000.0
Issuance Of Stock 21198000.0 38476000.0
Change In Cash 4477000.0 -7470000.0
Total Cash From Operating Activities 119153000.0 51598000.0
Depreciation 69445000.0 68741000.0
Other Cashflows From Investing Activities 2944000.0 -961000.0
Dividends Paid -65948000.0 -65379000.0
Change To Account Receivables -12413000.0 3867000.0
Other Cashflows From Financing Activities -523000.0 -9295000.0
Change To Netincome 3365000.0 5289000.0
Repurchase Of Stock -1521000.0 -1521000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
2Q2021 208521000 -9402000
3Q2021 228877000 -11439000
4Q2021 272289000 40712000
1Q2022 273746000 39183000]
['quarterly_financials', 2022-03-31 2021-12-31 2021-09-30 \
Research Development None None None
Effect Of Accounting Charges None None None
Income Before Tax 43060000.0 42051000.0 -13019000.0
Minority Interest 184252000.0 183907000.0 64239000.0
Net Income 39183000.0 40712000.0 -11439000.0
Selling General Administrative 9098000.0 25234000.0 10309000.0
Gross Profit 154845000.0 177993000.0 94800000.0
Ebit 75195000.0 80965000.0 15046000.0
Operating Income 75195000.0 80965000.0 15046000.0
Other Operating Expenses NaN 2500000.0 2500000.0
Interest Expense -31675000.0 -31922000.0 -30741000.0
Extraordinary Items None None None
Non Recurring None None None
Other Items None None None
Income Tax Expense 340000.0 340000.0 340000.0
Total Revenue 273746000.0 272289000.0 228877000.0
Total Operating Expenses 198551000.0 191324000.0 213831000.0
Cost Of Revenue 118901000.0 94296000.0 134077000.0
Total Other Income Expense Net -32135000.0 -38914000.0 -28065000.0
Discontinued Operations None None None
Net Income From Continuing Ops 42720000.0 41711000.0 -13359000.0
Net Income Applicable To Common Shares 39183000.0 40299000.0 -12006000.0
2021-06-30
Research Development None
Effect Of Accounting Charges None
Income Before Tax -10712000.0
Minority Interest 65282000.0
Net Income -9402000.0
Selling General Administrative 12093000.0
Gross Profit 99534000.0
Ebit 18700000.0
Operating Income 18700000.0
Other Operating Expenses 2500000.0
Interest Expense -30658000.0
Extraordinary Items None
Non Recurring None
Other Items None
Income Tax Expense 341000.0
Total Revenue 208521000.0
Total Operating Expenses 189821000.0
Cost Of Revenue 108987000.0
Total Other Income Expense Net -29412000.0
Discontinued Operations None
Net Income From Continuing Ops -11053000.0
Net Income Applicable To Common Shares -9973000.0 ]
['mutualfund_holders', Holder Shares Date Reported % Out \
0 Vanguard Specialized-Real Estate Index Fund 6638008 2022-01-30 0.0476
1 Vanguard Total Stock Market Index Fund 3960227 2021-12-30 0.0284
2 iShares Core S&P Midcap ETF 3862557 2022-01-30 0.0277
3 Vanguard Small-Cap Index Fund 3503603 2021-12-30 0.0251
4 Allspring Special Mid Cap Value Fund 3211005 2022-02-27 0.0230
5 Vanguard Small-Cap Growth Index Fund 2184685 2021-12-30 0.0157
6 Vanguard Extended Market Index Fund 1858080 2021-12-30 0.0133
7 JP Morgan Small Cap Equity Fund 1574099 2021-12-30 0.0113
8 SPDR S&P Mid Cap 400 ETF Trust 1194316 2022-01-30 0.0086
9 Price (T.Rowe) Small Cap Stock Fund 1085917 2021-12-30 0.0078
Value
0 346902298
1 226881404
2 201857228
3 200721415
4 172784179
5 125160603
6 106449403
7 90180131
8 62414954
9 62212184 ]
symbol: MTOR
sector: error
sector: error
Index: SP600
vol_30d_2yr: 15456103.3203125
Sector 1YMF: 2.329998016357422
1YMF: 2.329998016357422
risk trend factor: 5.06522316023419
Empty DataFrame
Columns: []
Index: [MTOR]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 35.939999 | 35.942037 | 36.098889 | 36.25574 | 35.883651 | 0.243988 | 35.395675 | 36.371626 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MTOR | 1.664475 | 35.939999 | 15456103.320312 | 0.980154 | 0.319063 | 0.43585 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: ['add', 'add', False] best inner cv score, sdev (11 folds): 25.657795684653085 21.942882087651604 test cv mean error, stdev (10 folds): 25.484582687900254 23.006729239118346 sell date: 2022-09-09 expected return: 0.057213883182052366 discounted return: 0.0006957048365732188 quarter return: 1.0660738393689655
['options', ('2022-08-19',)]
symbol: TVTY
sector: Healthcare
Index: SP600
vol_30d_2yr: 10900973.046875
Sector 1YMF: 2.7400035858154297
1YMF: 2.7400035858154297
risk trend factor: 2.3418794362082624
beta currentRatio debtToEquity ebitda ebitdaMargins forwardPE \
TVTY 2.297058 2.241 342.823 154480000 0.321 17.889503
freeCashflow grossMargins grossProfits heldPercentInstitutions \
TVTY 64307500 0.42182 203000000 0.94288
industry marketCap operatingCashflow operatingMargins \
TVTY Medical Care Facilities 1610947200 87123000 0.29752
payoutRatio pegRatio priceToBook priceToSalesTrailing12Months \
TVTY 0 -3.07 11.449788 3.347409
profitMargins quickRatio returnOnAssets returnOnEquity revenueGrowth \
TVTY 0.218 2.01 0.15199 1.75218 0.26
revenuePerShare sector sharesOutstanding shortRatio totalCash \
TVTY 9.708 Healthcare 49751300 2.34 109878000
totalCashPerShare totalDebt totalRevenue trailingPE
TVTY 2.205 407640992 481252000 13.668215
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 32.130001 | 31.878985 | 32.19127 | 32.503555 | 31.861111 | 0.826432 | 30.208246 | 33.513976 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| TVTY | 1.643789 | 32.130001 | 10900973.046875 | 0.966327 | 0.518794 | 0.448871 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -122.20997619628906 Sector Volume Factor: 1.2238851152317325 Sector Risk Trend Factor: -3.3236323632363236 Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: ['add', 'mul', True] best inner cv score, sdev (11 folds): 18.832273205760917 14.827822378274357 test cv mean error, stdev (10 folds): 19.958988766128886 15.095907648564499 sell date: 2022-08-05 expected return: 0.05408821482336362 discounted return: 0.0011712663282752445 quarter return: 1.113706281548106
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Intangible Assets 29049000.0 29049000.0 29049000.0
Capital Surplus 514461000.0 514313000.0 512674000.0
Total Liab 479634000.0 490770000.0 488961000.0
Total Stockholder Equity 118907000.0 140669000.0 34787000.0
Other Current Liab 22671000.0 3686000.0 3937000.0
Total Assets 598541000.0 631439000.0 523748000.0
Common Stock 50000.0 49000.0 49000.0
Other Current Assets 13733000.0 15610000.0 16423000.0
Retained Earnings -359171000.0 -333825000.0 -436592000.0
Other Liab 3202000.0 846000.0 976000.0
Good Will 334680000.0 334680000.0 334680000.0
Treasury Stock -36433000.0 -39868000.0 -41344000.0
Other Assets 2969000.0 5736000.0 5872000.0
Cash 60132000.0 51755000.0 24226000.0
Total Current Liabilities 87423000.0 92830000.0 85472000.0
Short Long Term Debt 10625000.0 17234000.0 17724000.0
Other Stockholder Equity -8251000.0 -11686000.0 -13162000.0
Property Plant Equipment 35942000.0 32682000.0 34446000.0
Total Current Assets 195901000.0 229292000.0 108901000.0
Net Tangible Assets -244822000.0 -223060000.0 -328942000.0
Short Term Investments 49746000.0 91183000.0 NaN
Net Receivables 65825000.0 63963000.0 60600000.0
Long Term Debt 385522000.0 391666000.0 395112000.0
Accounts Payable 25325000.0 21188000.0 18982000.0
Deferred Long Term Asset Charges NaN 1643000.0 917000.0
Long Term Investments NaN NaN 10800000.0
2021-03-31
Intangible Assets 29049000.0
Capital Surplus 513923000.0
Total Liab 513644000.0
Total Stockholder Equity 26254000.0
Other Current Liab 4351000.0
Total Assets 539898000.0
Common Stock 49000.0
Other Current Assets 19586000.0
Retained Earnings -444949000.0
Other Liab 1088000.0
Good Will 334680000.0
Treasury Stock -42769000.0
Other Assets 7194000.0
Cash 52428000.0
Total Current Liabilities 89125000.0
Short Long Term Debt 21651000.0
Other Stockholder Equity -14587000.0
Property Plant Equipment 36269000.0
Total Current Assets 121906000.0
Net Tangible Assets -337475000.0
Short Term Investments NaN
Net Receivables 45738000.0
Long Term Debt 413971000.0
Accounts Payable 18400000.0
Deferred Long Term Asset Charges 1186000.0
Long Term Investments 10800000.0 ]
['quarterly_cashflow', 2021-12-31 2021-09-30 \
Change To Liabilities -254000.0 96000.0
Total Cashflows From Investing Activities -9797000.0 -1582000.0
Net Borrowings -1869000.0 867000.0
Total Cash From Financing Activities -3727000.0 319000.0
Change To Operating Activities 1785000.0 5480000.0
Issuance Of Stock 52000.0 276000.0
Net Income -25346000.0 102767000.0
Change In Cash 8377000.0 27529000.0
Repurchase Of Stock -1910000.0 -824000.0
Total Cash From Operating Activities 21901000.0 28792000.0
Depreciation 3119000.0 2756000.0
Other Cashflows From Investing Activities 1046000.0 -1695000.0
Change To Account Receivables 1233000.0 -10823000.0
Change To Netincome 46028000.0 -81619000.0
Capital Expenditures -8096000.0 -2615000.0
Investments NaN 2728000.0
Other Cashflows From Financing Activities NaN NaN
2021-06-30 2021-03-31
Change To Liabilities -1731000.0 -151000.0
Total Cashflows From Investing Activities -1399000.0 -3194000.0
Net Borrowings -32545000.0 -65043000.0
Total Cash From Financing Activities -40615000.0 -67381000.0
Change To Operating Activities -3034000.0 2438000.0
Issuance Of Stock 194000.0 164000.0
Net Income 8357000.0 19136000.0
Change In Cash -28202000.0 -47957000.0
Repurchase Of Stock -4311000.0 -2502000.0
Total Cash From Operating Activities 13812000.0 22618000.0
Depreciation 2740000.0 2683000.0
Other Cashflows From Investing Activities -1668000.0 -1633000.0
Change To Account Receivables -8181000.0 -18978000.0
Change To Netincome 20874000.0 5013000.0
Capital Expenditures -2478000.0 -1561000.0
Investments 2728000.0 2728000.0
Other Cashflows From Financing Activities -3953000.0 -3953000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 108085000 19136000
2Q2021 120071000 8357000
3Q2021 126289000 102767000
4Q2021 126808000 -25346000]
['quarterly_financials', 2021-12-31 2021-09-30 2021-06-30 \
Research Development None None None
Effect Of Accounting Charges None None None
Income Before Tax -15424000.0 112624000.0 8958000.0
Minority Interest None None None
Net Income -25346000.0 102767000.0 8357000.0
Selling General Administrative 14551000.0 11995000.0 9930000.0
Gross Profit 48990000.0 51780000.0 51432000.0
Ebit 31320000.0 37029000.0 38762000.0
Operating Income 31320000.0 37029000.0 38762000.0
Other Operating Expenses None None None
Interest Expense -7934000.0 -7543000.0 -9659000.0
Extraordinary Items None None None
Non Recurring None None None
Other Items None None None
Income Tax Expense 9614000.0 8925000.0 187000.0
Total Revenue 126808000.0 126289000.0 120071000.0
Total Operating Expenses 95488000.0 89260000.0 81309000.0
Cost Of Revenue 77818000.0 74509000.0 68639000.0
Total Other Income Expense Net -46744000.0 75595000.0 -29804000.0
Discontinued Operations -308000.0 -932000.0 -414000.0
Net Income From Continuing Ops -25038000.0 103699000.0 8771000.0
Net Income Applicable To Common Shares -25346000.0 102767000.0 8357000.0
2021-03-31
Research Development None
Effect Of Accounting Charges None
Income Before Tax 27564000.0
Minority Interest None
Net Income 19136000.0
Selling General Administrative 9606000.0
Gross Profit 50800000.0
Ebit 38511000.0
Operating Income 38511000.0
Other Operating Expenses None
Interest Expense -9626000.0
Extraordinary Items None
Non Recurring None
Other Items None
Income Tax Expense 7620000.0
Total Revenue 108085000.0
Total Operating Expenses 69574000.0
Cost Of Revenue 57285000.0
Total Other Income Expense Net -10947000.0
Discontinued Operations -808000.0
Net Income From Continuing Ops 19944000.0
Net Income Applicable To Common Shares 19136000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 iShares Core S&P Smallcap ETF 3109924 2022-01-30
1 Trust for Advised Port-Miller Opportunity Trust 3000000 2021-12-30
2 Vanguard Total Stock Market Index Fund 1205505 2021-12-30
3 Vanguard Small-Cap Index Fund 1087474 2021-12-30
4 iShares Russell 2000 ETF 1007421 2022-01-30
5 Vanguard Small Cap Value Index Fund 675190 2021-12-30
6 John Hancock Small Cap Core Fd 673643 2022-01-30
7 Vanguard Extended Market Index Fund 579630 2021-12-30
8 iShares S&P Smallcap 600 Value ETF 389127 2022-01-30
9 Vanguard Tax Managed Fund-Small Cap Fund 367500 2021-12-30
% Out Value
0 0.0624 79116466
1 0.0601 79320000
2 0.0242 31873552
3 0.0218 28752812
4 0.0202 25628790
5 0.0135 17852023
6 0.0135 17137477
7 0.0116 15325417
8 0.0078 9899390
9 0.0074 9716700 ]
['options', ('2022-08-19',)]
symbol: BANF
sector: error
sector: error
Index: SP600
vol_30d_2yr: 2480755.6640625
Sector 1YMF: 33.56000518798828
1YMF: 33.56000518798828
risk trend factor: 2.0119906818931326
Empty DataFrame
Columns: []
Index: [BANF]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 94.860001 | 81.144325 | 89.856826 | 98.569327 | 85.566191 | 4.220089 | 77.126013 | 94.006368 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| BANF | 1.135864 | 94.860001 | 2480755.664062 | 0.965783 | 0.955166 | 0.536352 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: ['add', 'add', False] best inner cv score, sdev (11 folds): 111.50549269952572 87.12426882304617 test cv mean error, stdev (10 folds): 118.63569883513928 88.2636517227647 sell date: 2022-07-15 expected return: 0.034903714892172616 discounted return: 0.0014305386331057157 quarter return: 1.14055559492294
symbol: Y
sector: Financial Services
Index: SP400
vol_30d_2yr: 1623886.71875
Sector 1YMF: 27.8699951171875
1YMF: 27.8699951171875
risk trend factor: 1.771775570386466
beta currentRatio debtToEquity earningsGrowth ebitda \
Y 0.663839 1.597 31.5 -0.433 1620000000
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
Y 0.13423 9.936376 90016496 0.44211 5101669000
heldPercentInstitutions industry marketCap \
Y 0.86723 Insurance—Property & Casualty 11220848640
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
Y 1928840960 0.11935 0 0.15 1.305451
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
Y 0.929715 0.0771 1.004 0.02938
returnOnEquity revenueGrowth revenuePerShare sector \
Y 0.11868 0.025 878.577 Financial Services
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
Y 13454900 2.32 2298860032 170.857 2822777088
totalRevenue trailingPE
Y 12069126144 12.311554
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 830.5 | 830.573879 | 833.250157 | 835.926435 | 838.613332 | 7.460501 | 823.69233 | 853.534333 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| Y | 1.56538 | 830.5 | 1623886.71875 | 0.919536 | 0.382688 | 0.459685 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -72.2699966430664 Sector Volume Factor: 1.2707168073107045 Sector Risk Trend Factor: -4.617890709055871 Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: ['add', 'add', True] best inner cv score, sdev (11 folds): 7631.68253996378 8525.18777804038 test cv mean error, stdev (10 folds): 8115.112821970264 8822.793630408927 sell date: 2022-08-05 expected return: 0.04333915755480232 discounted return: 0.0009432512083029643 quarter return: 1.0906111308529938
['options', ('2022-07-15',)]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 8.71
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 96
governanceScore 11.77
environmentPercentile None
animalTesting False
tobacco False
totalEsg 21.71
highestControversy 1
esgPerformance AVG_PERF
coal False
pesticides False
adult False
percentile 30.32
peerGroup Insurance
smallArms False
environmentScore 1.23
governancePercentile None
militaryContract False]
symbol: SAFM
sector: Consumer Defensive
Index: SP400
vol_30d_2yr: 5061001.171875
Sector 1YMF: 47.44999694824219
1YMF: 47.44999694824219
risk trend factor: 1.7515689687220128
beta currentRatio debtToEquity dividendRate dividendYield \
SAFM 0.640199 5.529 0.877 1.76 0.0084
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
SAFM 2.316 1342139008 0.23866 6.957816 669912512
grossMargins grossProfits heldPercentInstitutions industry \
SAFM 0.25714 907758000 0.80995 Packaged Foods
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
SAFM 4749068800 954787008 0.20787 0.0455 -0.48
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
SAFM 2.013895 0.844488 0.15341 3.785
returnOnAssets returnOnEquity revenueGrowth revenuePerShare \
SAFM 0.30256 0.44602 0.358 255.051
sector sharesOutstanding shortRatio totalCash \
SAFM Consumer Defensive 22320200 4.01 829123968
totalCashPerShare totalDebt totalRevenue trailingPE
SAFM 37.147 20690000 5623608832 5.505331
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 208.309998 | 186.953267 | 199.289207 | 211.625148 | 191.30127 | 7.50937 | 176.282531 | 206.320009 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| SAFM | 1.334104 | 208.309998 | 5061001.171875 | 0.98121 | 0.675913 | 0.476629 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -74.80001831054688 Sector Volume Factor: 1.4135920452708397 Sector Risk Trend Factor: -2.283970024749523 Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: ['add', 'add', False] best inner cv score, sdev (11 folds): 435.2291282833939 593.8337555067529 test cv mean error, stdev (10 folds): 459.8900986528255 617.4241845581781 sell date: 2022-07-29 expected return: 0.0819708885324508 discounted return: 0.0020754211012470325 quarter return: 1.2101458334884323
['options', ('2022-08-19', '2022-12-16')]
symbol: SJI
sector: error
sector: error
Index: SP600
vol_30d_2yr: 26850614.0625
Sector 1YMF: 2.720003128051758
1YMF: 2.720003128051758
risk trend factor: 1.295238173088975
Empty DataFrame
Columns: []
Index: [SJI]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 34.200001 | 33.571564 | 34.29746 | 35.023356 | 34.252857 | 0.376732 | 33.499393 | 35.006321 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| SJI | 0.791297 | 34.200001 | 26850614.0625 | 0.934426 | 0.172286 | 0.415691 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: ['add', 'add', True] best inner cv score, sdev (11 folds): 8.124418136441133 7.8591255045210895 test cv mean error, stdev (10 folds): 8.67377471144766 8.038840268533503 sell date: 2022-09-09 expected return: 0.0547357696050763 discounted return: 0.0006663504154651445 quarter return: 1.0632006313523252
['options', ('2022-07-15',)]
symbol: LNTH
sector: Healthcare
Index: SP600
vol_30d_2yr: 14149384.1796875
Sector 1YMF: 22.491004943847656
1YMF: 22.491004943847656
risk trend factor: 1.1787739665678139
beta currentRatio debtToEquity earningsGrowth ebitda \
LNTH 0.943627 1.828 36.846 3.692 108329000
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
LNTH 0.20002 69.51685 77142872 0.50913 187695000
heldPercentInstitutions industry marketCap \
LNTH 1.00644 Diagnostics & Research 4188017408
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
LNTH 54362000 0.11518 0 0.48 8.383469
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
LNTH 7.732976 -0.06892 1.563 0.04389
returnOnEquity revenueGrowth revenuePerShare sector \
LNTH -0.07151 1.258 7.998 Healthcare
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
LNTH 67690600 1.93 105355000 1.535 190072992
totalRevenue
LNTH 541579008
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 60.720001 | 58.693247 | 66.262412 | 73.831578 | 61.742857 | 5.236883 | 51.269091 | 72.216623 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| LNTH | 1.823238 | 60.720001 | 14149384.179688 | 0.79355 | 0.965336 | 0.533209 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -122.20997619628906 Sector Volume Factor: 1.2238851152317325 Sector Risk Trend Factor: -3.3236323632363236 Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: [None, 'mul', True] best inner cv score, sdev (11 folds): 44.12135416231756 56.91591688465339 test cv mean error, stdev (10 folds): 42.361418181092105 59.407851146892575 sell date: 2022-06-24 expected return: -4.1656382031629715e-05 discounted return: -1.3885653487699656e-05 quarter return: 0.9987233266514252
['options', ('2022-07-15',)]
symbol: ROG
sector: error
sector: error
Index: SP600
vol_30d_2yr: 3248345.8984375
Sector 1YMF: 22.989990234375
1YMF: 22.989990234375
risk trend factor: 1.068804267635208
Empty DataFrame
Columns: []
Index: [ROG]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 259.380005 | 254.172765 | 260.19492 | 266.217074 | 267.576983 | 6.298768 | 254.979447 | 280.17452 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| ROG | 0.980653 | 259.380005 | 3248345.898438 | 0.91539 | 0.71811 | 0.478768 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: ['add', 'mul', False] best inner cv score, sdev (11 folds): 1011.9720046449372 1503.6247182291634 test cv mean error, stdev (10 folds): 1106.8167146868577 1545.3239329875869 sell date: 2022-09-23 expected return: 0.14957701674217921 discounted return: 0.0014840156288102868 quarter return: 1.1461726163714616
symbol: TWI
sector: Industrials
Index: SP600
vol_30d_2yr: 10530212.5
Sector 1YMF: 6.0800018310546875
1YMF: 6.0800018310546875
risk trend factor: 0.9310876079145333
beta currentRatio debtToEquity ebitda ebitdaMargins forwardPE \
TWI 2.559313 1.804 223.947 133600000 0.07505 22.768293
freeCashflow grossMargins grossProfits heldPercentInstitutions \
TWI -7460500 0.12754 227051000 0.77188
industry marketCap operatingCashflow \
TWI Farm & Heavy Construction Machinery 1164625280 10726000
operatingMargins payoutRatio pegRatio priceToBook \
TWI 0.04809 0.0 0.43 6.541696
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
TWI 0.654205 0.02785 0.841 0.04832
returnOnEquity revenueGrowth revenuePerShare sector \
TWI 0.2329 0.492 28.667 Industrials
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
TWI 62379500 2.14 99404000 1.592 508744992
totalRevenue trailingPE
TWI 1780215040 245.6579
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 17.52 | 16.247353 | 18.072381 | 19.897408 | 15.954921 | 1.924943 | 12.105034 | 19.804807 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| TWI | 1.389288 | 17.52 | 10530212.5 | 0.876816 | 0.791457 | 0.500704 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -141.5800018310547 Sector Volume Factor: 0.8696853533786545 Sector Risk Trend Factor: -4.514668337867341 Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: ['add', 'add', False] best inner cv score, sdev (11 folds): 4.439775837409856 6.248313548679662 test cv mean error, stdev (10 folds): 4.868335036362411 6.397286307309602 sell date: 2022-09-16 expected return: 0.10993460886029618 discounted return: 0.0011995821726895617 quarter return: 1.116607888809665
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Intangible Assets 1.498000e+06 1.535000e+06 1.572000e+06
Capital Surplus 5.623400e+08 5.357020e+08 5.346970e+08
Total Liab 9.555130e+08 9.446650e+08 9.242610e+08
Total Stockholder Equity 2.293000e+08 1.779160e+08 1.815500e+08
Minority Interest -2.128000e+06 2.167800e+07 2.162700e+07
Deferred Long Term Liab 3.330000e+05 NaN NaN
Other Current Liab 5.652900e+07 1.436020e+08 1.323050e+08
Total Assets 1.182685e+09 1.144259e+09 1.127438e+09
Other Current Assets 2.558900e+07 NaN NaN
Retained Earnings -8.543900e+07 -1.130370e+08 -1.242240e+08
Other Liab 3.701900e+07 4.054300e+07 4.186600e+07
Treasury Stock -2.476010e+08 -2.447490e+08 -2.289230e+08
Other Assets 3.930700e+07 2.318200e+07 2.402300e+07
Cash 9.810800e+07 9.464000e+07 9.580400e+07
Total Current Liabilities 4.508130e+08 4.369120e+08 4.136130e+08
Deferred Long Term Asset Charges 1.683100e+07 2.502000e+06 2.780000e+06
Short Long Term Debt 3.250000e+07 3.086700e+07 3.429600e+07
Other Stockholder Equity -2.464800e+08 -2.436280e+08 -2.278020e+08
Property Plant Equipment 3.220540e+08 3.232990e+08 3.296030e+08
Total Current Assets 8.133040e+08 7.962430e+08 7.722400e+08
Long Term Investments 6.522000e+06 NaN NaN
Net Tangible Assets 2.278020e+08 1.763810e+08 1.799780e+08
Short Term Investments 1.296000e+06 NaN NaN
Net Receivables 2.796520e+08 2.614470e+08 2.657290e+08
Long Term Debt 4.524510e+08 4.509990e+08 4.527300e+08
Inventory 3.926150e+08 3.730120e+08 3.453390e+08
Accounts Payable 2.780990e+08 2.538190e+08 2.390010e+08
2021-03-31
Intangible Assets 1.701000e+06
Capital Surplus 5.335690e+08
Total Liab 8.823160e+08
Total Stockholder Equity 1.679950e+08
Minority Interest 2.113700e+07
Deferred Long Term Liab NaN
Other Current Liab 1.221630e+08
Total Assets 1.071448e+09
Other Current Assets NaN
Retained Earnings -1.214510e+08
Other Liab 4.254900e+07
Treasury Stock -2.441230e+08
Other Assets 2.587200e+07
Cash 9.595400e+07
Total Current Liabilities 3.822460e+08
Deferred Long Term Asset Charges 2.186000e+06
Short Long Term Debt 3.107600e+07
Other Stockholder Equity -2.430060e+08
Property Plant Equipment 3.283100e+08
Total Current Assets 7.155650e+08
Long Term Investments NaN
Net Tangible Assets 1.662940e+08
Short Term Investments NaN
Net Receivables 2.499040e+08
Long Term Debt 4.405760e+08
Inventory 3.134720e+08
Accounts Payable 2.216130e+08 ]
['quarterly_cashflow', 2021-12-31 2021-09-30 2021-06-30 \
Change To Liabilities 28805000.0 21333000.0 10470000.0
Total Cashflows From Investing Activities -14488000.0 -9223000.0 -5572000.0
Net Borrowings 5623000.0 -3545000.0 3406000.0
Total Cash From Financing Activities 6671000.0 -3574000.0 3775000.0
Change To Operating Activities -24377000.0 13138000.0 -4876000.0
Net Income 27598000.0 11187000.0 -2773000.0
Change In Cash 3468000.0 -1164000.0 -150000.0
Effect Of Exchange Rate -1731000.0 -3564000.0 3172000.0
Total Cash From Operating Activities 13016000.0 15197000.0 -1525000.0
Depreciation 11646000.0 11427000.0 12358000.0
Other Cashflows From Investing Activities 1203000.0 1203000.0 1203000.0
Change To Inventory -23354000.0 -36416000.0 -25767000.0
Change To Account Receivables 720000.0 -2691000.0 -8962000.0
Other Cashflows From Financing Activities 1048000.0 -29000.0 369000.0
Change To Netincome -8022000.0 -2781000.0 18025000.0
Capital Expenditures -14552000.0 -9613000.0 -5776000.0
2021-03-31
Change To Liabilities 60581000.0
Total Cashflows From Investing Activities -8316000.0
Net Borrowings 9483000.0
Total Cash From Financing Activities 7074000.0
Change To Operating Activities -1661000.0
Net Income 13574000.0
Change In Cash -21477000.0
Effect Of Exchange Rate -4273000.0
Total Cash From Operating Activities -15962000.0
Depreciation 12560000.0
Other Cashflows From Investing Activities 1203000.0
Change To Inventory -27313000.0
Change To Account Receivables -63803000.0
Other Cashflows From Financing Activities -2409000.0
Change To Netincome -9900000.0
Capital Expenditures -8861000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 403518000 13574000
2Q2021 438639000 -2773000
3Q2021 450382000 11187000
4Q2021 487676000 27598000]
['quarterly_financials', 2021-12-31 2021-09-30 2021-06-30 \
Research Development 2653000.0 2370000.0 2528000.0
Effect Of Accounting Charges None None None
Income Before Tax 19512000.0 16146000.0 -435000.0
Minority Interest -2128000.0 21678000.0 21627000.0
Net Income 27598000.0 11187000.0 -2773000.0
Selling General Administrative 32887000.0 32097000.0 32435000.0
Gross Profit 59939000.0 57487000.0 58813000.0
Ebit 24399000.0 23020000.0 23850000.0
Operating Income 24399000.0 23020000.0 23850000.0
Other Operating Expenses None None None
Interest Expense -8282000.0 -7818000.0 -8598000.0
Extraordinary Items None None None
Non Recurring None None None
Other Items None None None
Income Tax Expense -8778000.0 5342000.0 1991000.0
Total Revenue 487676000.0 450382000.0 438639000.0
Total Operating Expenses 463277000.0 427362000.0 414789000.0
Cost Of Revenue 427737000.0 392895000.0 379826000.0
Total Other Income Expense Net -4887000.0 -6874000.0 -24285000.0
Discontinued Operations None None None
Net Income From Continuing Ops 28290000.0 10804000.0 -2426000.0
Net Income Applicable To Common Shares 27598000.0 11187000.0 -2773000.0
2021-03-31
Research Development 2553000.0
Effect Of Accounting Charges None
Income Before Tax 15817000.0
Minority Interest 21137000.0
Net Income 13574000.0
Selling General Administrative 33919000.0
Gross Profit 50812000.0
Ebit 14340000.0
Operating Income 14340000.0
Other Operating Expenses None
Interest Expense -7523000.0
Extraordinary Items None
Non Recurring None
Other Items None
Income Tax Expense 2594000.0
Total Revenue 403518000.0
Total Operating Expenses 389178000.0
Cost Of Revenue 352706000.0
Total Other Income Expense Net 1477000.0
Discontinued Operations None
Net Income From Continuing Ops 13223000.0
Net Income Applicable To Common Shares 13574000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 iShares Core S&P Smallcap ETF 3592689 2022-01-30
1 Vanguard Total Stock Market Index Fund 1428714 2021-12-30
2 iShares Russell 2000 ETF 1169621 2022-01-30
3 DFA U.S. Targeted Value Portfolio 913866 2022-01-30
4 iShares S&P Smallcap 600 Value ETF 845888 2022-01-30
5 Vanguard Extended Market Index Fund 730638 2021-12-30
6 Invesco ETF Tr-Invesco S&P Small Cap Value Wit... 651906 2022-01-30
7 iShares Russell 2000 Value ETF 454628 2022-01-30
8 DFA U.S. Small Cap Series 451597 2022-01-30
9 Vanguard Tax Managed Fund-Small Cap Fund 416749 2021-12-30
% Out Value
0 0.0573 35028717
1 0.0228 15658705
2 0.0187 11403804
3 0.0146 8910193
4 0.0135 8247408
5 0.0117 8007792
6 0.0104 6356083
7 0.0073 4432623
8 0.0072 4403070
9 0.0067 4567569 ]
['options', ('2022-07-15',)]
symbol: PBF
sector: Energy
Index: SP600
vol_30d_2yr: 92668774.0234375
Sector 1YMF: 17.619998931884766
1YMF: 17.619998931884766
risk trend factor: 0.8876574451557954
beta currentRatio debtToEquity ebitda ebitdaMargins forwardPE \
PBF 2.259981 1.254 197.914 690400000 0.02194 13.134545
freeCashflow grossMargins grossProfits heldPercentInstitutions \
PBF 284750016 0.0362 671100000 0.80167
industry marketCap operatingCashflow \
PBF Oil & Gas Refining & Marketing 4364307456 803299968
operatingMargins payoutRatio pegRatio priceToBook \
PBF 0.0135 0 -0.18 2.279871
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
PBF 0.13868 0.00798 0.629 0.02192
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
PBF 0.14223 0.856 261.505 Energy 120828000
shortRatio totalCash totalCashPerShare totalDebt totalRevenue \
PBF 2.81 1434599936 11.873 4999499776 31470299136
trailingPE
PBF 17.508482
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 32.98 | 27.175062 | 35.668889 | 44.162716 | 29.964286 | 5.34115 | 19.281986 | 40.646585 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| PBF | 0.835417 | 32.98 | 92668774.023438 | 0.721917 | 0.581704 | 0.554972 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: ['add', None] best inner cv score, sdev (11 folds): 32.03876352967298 24.823209453373853 test cv mean error, stdev (10 folds): 30.715015364396418 25.661947155549548 sell date: 2022-08-05 expected return: 0.09416869929540587 discounted return: 0.0020018876896275017 quarter return: 1.2020032808559844
['options', ('2022-07-15', '2022-12-16', '2023-01-20', '2024-01-19')]
symbol: GO
sector: Consumer Defensive
Index: SP400
vol_30d_2yr: 21744971.2890625
Sector 1YMF: 9.090003967285156
1YMF: 9.090003967285156
risk trend factor: 0.8421349867224205
beta currentRatio debtToEquity earningsGrowth ebitda \
GO -0.204778 1.904 144.187 -0.368 158646000
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
GO 0.05023 36.156525 -14480875 0.30639 948786000
heldPercentInstitutions industry marketCap operatingCashflow \
GO 1.05602 Grocery Stores 4006956544 175503008
operatingMargins payoutRatio pegRatio priceToBook \
GO 0.02681 0 3.5 3.909365
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
GO 1.268609 0.01741 0.611 0.02033
returnOnEquity revenueGrowth revenuePerShare sector \
GO 0.05577 0.105 32.914 Consumer Defensive
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
GO 96367400 6.55 137996000 1.432 1476578944
totalRevenue trailingPE
GO 3158543104 74.25
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 40.150002 | 35.915072 | 38.024936 | 40.134801 | 35.226667 | 2.439389 | 30.347888 | 40.105445 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| GO | 1.191531 | 40.150002 | 21744971.289062 | 0.687007 | 0.173605 | 0.403873 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -74.80001831054688 Sector Volume Factor: 1.4135920452708397 Sector Risk Trend Factor: -2.283970024749523 Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: ['add', 'add', True] best inner cv score, sdev (11 folds): 23.788531206490646 17.28678832661115 test cv mean error, stdev (10 folds): 23.78853331644342 17.286791788688287 sell date: 2022-07-22 expected return: 0.12744091149424003 discounted return: 0.0038768629036818325 quarter return: 1.4275815458507877
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
symbol: HRB
sector: Consumer Cyclical
Index: SP400
vol_30d_2yr: 54249330.46875
Sector 1YMF: 9.64000129699707
1YMF: 9.64000129699707
risk trend factor: 0.73141120475963
beta currentRatio debtToEquity dividendRate dividendYield \
HRB 0.695099 1.103 5314.905 1.08 0.0327
earningsGrowth ebitda ebitdaMargins forwardPE grossMargins \
HRB -0.008 806428032 0.30238 9.17663 0.472
grossProfits heldPercentInstitutions industry marketCap \
HRB 1400058000 0.9316 Personal Services 5389489664
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
HRB 80728000 0.25066 0.3344 0.99 120.17794
priceToSalesTrailing12Months profitMargins quickRatio revenueGrowth \
HRB 2.020838 0.16063 0.971 0.039
revenuePerShare sector sharesOutstanding shortRatio \
HRB 15.645 Consumer Cyclical 159594000 3.1
totalCash totalCashPerShare totalDebt totalRevenue trailingPE
HRB 1041740032 6.527 2384054016 2666958080 13.817512
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 33.0 | 32.411108 | 34.624444 | 36.837781 | 29.692222 | 4.042801 | 21.60662 | 37.777824 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| HRB | 0.963511 | 33.0 | 54249330.46875 | 0.83894 | 0.727369 | 0.435637 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -359.96002197265625 Sector Volume Factor: 1.2928194874233667 Sector Risk Trend Factor: -4.72140697901556 Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: ['add', 'add', False] best inner cv score, sdev (11 folds): 6.864337424310574 6.3615251868214555 test cv mean error, stdev (10 folds): 7.2923108491707485 6.519291705279131 sell date: 2022-08-26 expected return: 0.0601357231412688 discounted return: 0.0008851936835876373 quarter return: 1.0848066800250045
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
symbol: AZPN
sector: Technology
Index: SP400
vol_30d_2yr: 9413646.875
Sector 1YMF: 44.3599853515625
1YMF: 44.3599853515625
risk trend factor: 0.7193120754472356
currentRatio debtToEquity earningsGrowth ebitda ebitdaMargins \
AZPN 1.176 40.561 0.231 27337000 0.08523
forwardPE grossMargins grossProfits heldPercentInstitutions \
AZPN 34.490196 0.46746 137630000 1.03086
industry marketCap operatingCashflow operatingMargins \
AZPN Software—Application 12029022208 45755000 -0.08421
payoutRatio pegRatio priceToBook priceToSalesTrailing12Months \
AZPN 0 4.59 16.632854 37.503967
profitMargins quickRatio revenueGrowth revenuePerShare sector \
AZPN -0.07406 1.116 0.154 4.811 Technology
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
AZPN 62168700 2.78 285216992 4.282 314292000
totalRevenue
AZPN 320740000
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 189.199997 | 179.517829 | 194.02619 | 208.534551 | 172.712063 | 17.04983 | 138.612402 | 206.811723 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| AZPN | 0.677612 | 189.199997 | 9413646.875 | 0.817172 | 0.799656 | 0.381343 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -363.4599914550781 Sector Volume Factor: 1.1528457613891094 Sector Risk Trend Factor: -4.954471974241429 Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: [None, 'mul', False] best inner cv score, sdev (11 folds): 489.4540152755008 509.74593337991774 test cv mean error, stdev (10 folds): 536.2814219985136 511.570564229511 sell date: 2022-09-23 expected return: 0.06468623197866812 discounted return: 0.00066703234477683 quarter return: 1.063267291547647
['options', ('2022-07-15', '2022-12-16')]
symbol: CEIX
sector: Energy
Index: SP600
vol_30d_2yr: 10292389.84375
Sector 1YMF: 13.870006561279297
1YMF: 13.870006561279297
risk trend factor: 0.677246429262603
beta currentRatio debtToEquity ebitda ebitdaMargins forwardPE \
CEIX 2.034072 0.842 95.981 241890000 0.16404 2.951821
freeCashflow grossMargins grossProfits heldPercentInstitutions \
CEIX 252373632 0.3951 422536000 0.82577
industry marketCap operatingCashflow operatingMargins payoutRatio \
CEIX Thermal Coal 1834375936 375780000 0.01441 0
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
CEIX 2.744414 1.244024 0.00221 0.658
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
CEIX 0.00507 0.0052 0.616 42.718 Energy
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
CEIX 34814500 2.05 222906000 6.403 641545984
totalRevenue trailingPE
CEIX 1474550016 585.4444
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 46.150002 | 47.268535 | 52.341873 | 57.415211 | 46.69127 | 6.413974 | 33.863321 | 59.519218 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| CEIX | 1.548727 | 46.150002 | 10292389.84375 | 0.762563 | 0.855686 | 0.521917 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: ['add', 'mul', True] best inner cv score, sdev (11 folds): 36.226316448100064 60.30280626318781 test cv mean error, stdev (10 folds): 36.226316729288946 60.302806152572394 sell date: 2022-09-02 expected return: 0.34048576634947886 discounted return: 0.00402220525688235 quarter return: 1.446722537299144
['options', ('2022-08-19',)]
symbol: PSB
sector: Real Estate
Index: SP400
vol_30d_2yr: 2723370.8984375
Sector 1YMF: 12.849990844726562
1YMF: 12.849990844726562
risk trend factor: 0.576750069513787
beta currentRatio debtToEquity dividendRate dividendYield \
PSB 0.581372 1.073 1.67 4.2 0.0225
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
PSB 8.958 285950016 0.65181 46.5 274362240
grossMargins grossProfits heldPercentInstitutions industry \
PSB 0.70163 307807000 0.72444 REIT—Diversified
marketCap operatingCashflow operatingMargins payoutRatio priceToBook \
PSB 5124411392 302236992 0.44509 0.2657 5.994199
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
PSB 11.680821 1.02292 0.712 0.05838
returnOnEquity revenueGrowth revenuePerShare sector \
PSB 0.27862 0.055 15.933 Real Estate
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
PSB 27550600 1.05 27074000 0.981 33300000
totalRevenue trailingPE
PSB 438703008 33.68955
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 185.919998 | 185.768052 | 186.94873 | 188.129409 | 178.972222 | 10.487853 | 157.996517 | 199.947928 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| PSB | 2.540601 | 185.919998 | 2723370.898438 | 0.951471 | 0.807252 | 0.477207 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -76.09000396728516 Sector Volume Factor: 1.2315342134094496 Sector Risk Trend Factor: -3.053370235265123 Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: ['mul', 'mul', True] best inner cv score, sdev (11 folds): 381.81864448969196 513.263970465507 test cv mean error, stdev (10 folds): 419.11976982172064 523.9072293262651 sell date: 2022-08-05 expected return: 0.026834168475597543 discounted return: 0.0005886275315052369 quarter return: 1.0556300589694985
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Intangible Assets 6.600000e+06 7.200000e+06 4.900000e+06
Capital Surplus 7.524440e+08 7.410320e+08 7.393360e+08
Total Liab 1.291510e+08 9.920800e+07 8.898900e+07
Total Stockholder Equity 9.794560e+08 8.547510e+08 8.294110e+08
Minority Interest 2.596150e+08 2.297690e+08 2.233740e+08
Deferred Long Term Liab 2.100000e+06 2.200000e+06 1.000000e+05
Total Assets 2.123222e+09 2.128478e+09 2.086524e+09
Common Stock 2.750000e+05 2.750000e+05 2.750000e+05
Other Current Assets 3.360900e+07 4.681100e+07 1.287100e+07
Retained Earnings 2.267370e+08 1.134440e+08 8.980000e+07
Other Liab 2.800000e+06 1.200000e+06 1.900000e+06
Other Assets 8.675200e+07 7.275800e+07 6.139400e+07
Cash 2.707400e+07 4.659400e+07 1.159650e+08
Total Current Liabilities 9.305100e+07 9.660800e+07 8.568900e+07
Property Plant Equipment 1.929985e+09 1.915610e+09 1.851902e+09
Total Current Assets 9.988500e+07 1.329100e+08 1.683280e+08
Net Tangible Assets 9.728560e+08 8.475510e+08 8.245110e+08
Net Receivables 3.920200e+07 3.950500e+07 3.949200e+07
Long Term Debt 3.200000e+07 NaN NaN
2021-03-31
Intangible Assets 5.700000e+06
Capital Surplus 7.363360e+08
Total Liab 8.292500e+07
Total Stockholder Equity 8.094190e+08
Minority Interest 2.188450e+08
Deferred Long Term Liab 2.000000e+05
Total Assets 2.055939e+09
Common Stock 2.740000e+05
Other Current Assets 2.569800e+07
Retained Earnings 7.280900e+07
Other Liab 2.000000e+06
Other Assets 5.048600e+07
Cash 6.949200e+07
Total Current Liabilities 7.952500e+07
Property Plant Equipment 1.863881e+09
Total Current Assets 1.358720e+08
Net Tangible Assets 8.037190e+08
Net Receivables 4.068200e+07
Long Term Debt NaN ]
['quarterly_cashflow', 2021-12-31 2021-09-30 \
Change To Liabilities 0.0 0.0
Total Cashflows From Investing Activities 272954000.0 -102263000.0
Net Borrowings 32000000.0 32000000.0
Total Cash From Financing Activities -362303000.0 -51409000.0
Issuance Of Stock 4105000.0 4105000.0
Net Income 286094000.0 64613000.0
Change In Cash -19520000.0 -69371000.0
Repurchase Of Stock -1213000.0 -657000.0
Total Cash From Operating Activities 69829000.0 84301000.0
Depreciation 23273000.0 23404000.0
Dividends Paid -39556000.0 -40969000.0
Other Cashflows From Financing Activities -41078000.0 -9783000.0
Change To Netincome -239795000.0 -3912000.0
2021-06-30 2021-03-31
Change To Liabilities 0.0 0.0
Total Cashflows From Investing Activities 15099000.0 -16424000.0
Net Borrowings 32000000.0 32000000.0
Total Cash From Financing Activities -47909000.0 -51991000.0
Issuance Of Stock 907000.0 907000.0
Net Income 57956000.0 40096000.0
Change In Cash 46473000.0 409000.0
Repurchase Of Stock -207000.0 -3361000.0
Total Cash From Operating Activities 79283000.0 68824000.0
Depreciation 22331000.0 21678000.0
Dividends Paid -40965000.0 -40918000.0
Other Cashflows From Financing Activities -7644000.0 -7712000.0
Change To Netincome -1140000.0 6914000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 108047000 40096000
2Q2021 109364000 57956000
3Q2021 110448000 64613000
4Q2021 110844000 286094000]
['quarterly_financials', 2021-12-31 2021-09-30 2021-06-30 \
Research Development None None None
Effect Of Accounting Charges None None None
Income Before Tax 357009000.0 78463000.0 70050000.0
Minority Interest 259615000.0 229769000.0 223374000.0
Net Income 286094000.0 64613000.0 57956000.0
Selling General Administrative 4728000.0 5148000.0 4799000.0
Gross Profit 78106000.0 77357000.0 77515000.0
Ebit 49248000.0 48352000.0 50202000.0
Operating Income 49248000.0 48352000.0 50202000.0
Other Operating Expenses None None None
Interest Expense -3943000.0 -224000.0 -268000.0
Extraordinary Items None None None
Non Recurring None None None
Other Items None None None
Income Tax Expense 0.0 0.0 0.0
Total Revenue 110844000.0 110448000.0 109364000.0
Total Operating Expenses 61596000.0 62096000.0 59162000.0
Cost Of Revenue 32738000.0 33091000.0 31849000.0
Total Other Income Expense Net 307761000.0 30111000.0 19848000.0
Discontinued Operations None None None
Net Income From Continuing Ops 357009000.0 78463000.0 70050000.0
Net Income Applicable To Common Shares 267390000.0 52217000.0 45595000.0
2021-03-31
Research Development None
Effect Of Accounting Charges None
Income Before Tax 47507000.0
Minority Interest 218845000.0
Net Income 40096000.0
Selling General Administrative 4382000.0
Gross Profit 74829000.0
Ebit 47462000.0
Operating Income 47462000.0
Other Operating Expenses None
Interest Expense -211000.0
Extraordinary Items None
Non Recurring None
Other Items None
Income Tax Expense 0.0
Total Revenue 108047000.0
Total Operating Expenses 60585000.0
Cost Of Revenue 33218000.0
Total Other Income Expense Net 45000.0
Discontinued Operations None
Net Income From Continuing Ops 47507000.0
Net Income Applicable To Common Shares 27886000.0 ]
['mutualfund_holders', Holder Shares Date Reported % Out \
0 Vanguard Specialized-Real Estate Index Fund 985864 2022-01-30 0.0357
1 Vanguard Explorer Fund, Inc. 711188 2022-01-30 0.0257
2 Principal Real Estate Securities Fund 616247 2022-01-30 0.0223
3 Vanguard Total Stock Market Index Fund 586018 2021-12-30 0.0212
4 iShares Core S&P Midcap ETF 558903 2022-01-30 0.0202
5 Vanguard Small-Cap Index Fund 520016 2021-12-30 0.0188
6 Price (T.Rowe) Small Cap Stock Fund 488574 2021-12-30 0.0177
7 Price (T.Rowe) Small-Cap Value Fund 487200 2021-12-30 0.0176
8 iShares Russell 2000 ETF 461507 2022-01-30 0.0167
9 Vanguard Small-Cap Growth Index Fund 324161 2021-12-30 0.0117
Value
0 164599853
1 118739948
2 102888599
3 107926935
4 93314444
5 95771346
6 89980673
7 89727624
8 77053208
9 59700731 ]
symbol: MCK
sector: Healthcare
Index: SP500
vol_30d_2yr: 22868822.0703125
Sector 1YMF: 23.670013427734375
1YMF: 23.670013427734375
risk trend factor: 0.5738185073390152
beta currentRatio dividendRate dividendYield ebitda \
MCK 0.716666 0.98 1.88 0.0058 3516999936
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
MCK 0.01368 14.043577 2778374912 0.0503 11967000000
heldPercentInstitutions industry marketCap \
MCK 0.898 Medical Distribution 47236759552
operatingCashflow operatingMargins payoutRatio pegRatio \
MCK 4917000192 0.0105 0.2521 1.05
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
MCK 0.183796 0.00549 0.445 0.02686
returnOnEquity revenueGrowth revenuePerShare sector \
MCK 14.01754 0.096 1655.966 Healthcare
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
MCK 152682000 2.69 2753999872 18.385 8098999808
totalRevenue
MCK 257005993984
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 300.570007 | 299.443248 | 318.421081 | 337.398913 | 317.445859 | 10.066372 | 297.313115 | 337.578604 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MCK | 1.048139 | 300.570007 | 22868822.070312 | 0.803327 | 0.997242 | 0.461301 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -122.20997619628906 Sector Volume Factor: 1.2238851152317325 Sector Risk Trend Factor: -3.3236323632363236 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: ['add', 'add', True] best inner cv score, sdev (11 folds): 416.29615906098445 356.83704046212785 test cv mean error, stdev (10 folds): 436.7456044880313 368.0570102434348 sell date: 2022-09-16 expected return: 0.04130793003929322 discounted return: 0.0004653674227454996 quarter return: 1.043733140155085
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Intangible Assets 2.130000e+09 2.385000e+09 2.797000e+09
Capital Surplus 7.411000e+09 7.311000e+09 7.057000e+09
Total Liab 6.449500e+10 6.368800e+10 6.293200e+10
Total Stockholder Equity -1.274000e+09 -5.710000e+08 -5.290000e+08
Minority Interest 4.870000e+08 4.840000e+08 4.910000e+08
Other Current Liab 5.975000e+09 3.504000e+09 6.850000e+08
Total Assets 6.370800e+10 6.360100e+10 6.289400e+10
Common Stock 2.000000e+06 2.000000e+06 2.000000e+06
Other Current Assets 5.940000e+09 3.470000e+09 1.230000e+08
Retained Earnings 8.734000e+09 8.812000e+09 8.618000e+09
Other Liab 1.007600e+10 9.988000e+09 1.065700e+10
Good Will 9.462000e+09 9.473000e+09 9.520000e+09
Treasury Stock -1.742100e+10 -1.669600e+10 -1.620600e+10
Other Assets 1.971000e+09 2.173000e+09 2.607000e+09
Cash 2.754000e+09 2.151000e+09 2.423000e+09
Total Current Liabilities 4.745200e+10 4.607500e+10 4.383500e+10
Short Long Term Debt 4.660000e+08 7.500000e+07 8.070000e+08
Other Stockholder Equity -1.655000e+09 -1.665000e+09 -1.627000e+09
Property Plant Equipment 3.645000e+09 3.990000e+09 4.620000e+09
Total Current Assets 4.649800e+10 4.558000e+10 4.335000e+10
Long Term Investments 2.000000e+06 NaN NaN
Net Tangible Assets -1.286600e+10 -1.242900e+10 -1.284600e+10
Net Receivables 1.835500e+10 2.014000e+10 2.019800e+10
Long Term Debt 5.323000e+09 5.769000e+09 6.282000e+09
Inventory 1.902400e+10 1.934200e+10 2.001600e+10
Accounts Payable 3.718300e+10 3.892200e+10 3.838900e+10
2021-03-31
Intangible Assets 3.391000e+09
Capital Surplus 6.925000e+09
Total Liab 6.356900e+10
Total Stockholder Equity -2.100000e+07
Minority Interest 1.467000e+09
Other Current Liab 1.670000e+08
Total Assets 6.501500e+10
Common Stock 2.000000e+06
Other Current Assets 1.340000e+08
Retained Earnings 8.202000e+09
Other Liab 1.110100e+10
Good Will 9.493000e+09
Treasury Stock -1.515000e+10
Other Assets 1.799000e+09
Cash 6.278000e+09
Total Current Liabilities 4.410300e+10
Short Long Term Debt 7.740000e+08
Other Stockholder Equity -1.480000e+09
Property Plant Equipment 4.681000e+09
Total Current Assets 4.538200e+10
Long Term Investments 2.690000e+08
Net Tangible Assets -1.290500e+10
Net Receivables 1.918100e+10
Long Term Debt 6.292000e+09
Inventory 1.924600e+10
Accounts Payable 3.897500e+10 ]
['quarterly_cashflow', 2021-12-31 2021-09-30 \
Change To Liabilities 1.810000e+08 2.040000e+09
Total Cashflows From Investing Activities -1.150000e+08 -5.800000e+07
Net Borrowings 3.620000e+08 -1.136000e+09
Total Cash From Financing Activities -4.380000e+08 -1.743000e+09
Change To Operating Activities 3.300000e+07 1.300000e+08
Issuance Of Stock 6.300000e+07 4.000000e+07
Net Income -7.000000e+06 2.670000e+08
Change In Cash 6.260000e+08 -2.000000e+06
Repurchase Of Stock -7.140000e+08 -2.640000e+08
Effect Of Exchange Rate 1.700000e+07 7.000000e+06
Total Cash From Operating Activities 1.377000e+09 1.792000e+09
Depreciation 1.850000e+08 1.950000e+08
Other Cashflows From Investing Activities -3.000000e+07 -3.100000e+07
Dividends Paid -7.200000e+07 -6.500000e+07
Change To Inventory -4.950000e+08 -2.630000e+08
Change To Account Receivables 3.860000e+08 -1.266000e+09
Other Cashflows From Financing Activities -7.700000e+07 -3.180000e+08
Change To Netincome 9.580000e+08 5.950000e+08
Capital Expenditures -6.700000e+07 -9.300000e+07
2021-06-30 2021-03-31
Change To Liabilities -6.090000e+08 2.507000e+09
Total Cashflows From Investing Activities -9.900000e+07 -2.050000e+08
Net Borrowings -2.000000e+06 -1.620000e+08
Total Cash From Financing Activities -2.151000e+09 -5.170000e+08
Change To Operating Activities -1.650000e+08 3.700000e+07
Issuance Of Stock 7.100000e+07 3.700000e+07
Net Income 4.860000e+08 6.660000e+08
Change In Cash -3.861000e+09 2.664000e+09
Repurchase Of Stock -1.008000e+09 -2.440000e+08
Effect Of Exchange Rate 1.100000e+07 1.600000e+07
Total Cash From Operating Activities -1.622000e+09 3.370000e+09
Depreciation 2.180000e+08 2.210000e+08
Other Cashflows From Investing Activities -2.200000e+07 -6.400000e+07
Dividends Paid -6.900000e+07 -6.700000e+07
Change To Inventory -9.010000e+08 -2.300000e+08
Change To Account Receivables -1.045000e+09 -3.550000e+08
Other Cashflows From Financing Activities -1.143000e+09 -8.100000e+07
Change To Netincome 4.480000e+08 8.740000e+08
Capital Expenditures -9.300000e+07 -1.580000e+08 ]
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 59142000000 666000000
2Q2021 62674000000 486000000
3Q2021 66576000000 267000000
4Q2021 68614000000 -7000000]
['quarterly_financials', 2021-12-31 2021-09-30 \
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 277000000.0 442000000.0
Minority Interest 487000000.0 484000000.0
Net Income -7000000.0 267000000.0
Selling General Administrative 3105000000.0 2669000000.0
Gross Profit 3428000000.0 3352000000.0
Ebit 323000000.0 683000000.0
Operating Income 323000000.0 683000000.0
Other Operating Expenses None None
Interest Expense -41000000.0 -45000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 238000000.0 132000000.0
Total Revenue 68614000000.0 66576000000.0
Total Operating Expenses 68291000000.0 65893000000.0
Cost Of Revenue 65186000000.0 63224000000.0
Total Other Income Expense Net -46000000.0 -241000000.0
Discontinued Operations NaN NaN
Net Income From Continuing Ops 39000000.0 310000000.0
Net Income Applicable To Common Shares -7000000.0 267000000.0
2021-06-30 2021-03-31
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 562000000.0 1029000000.0
Minority Interest 491000000.0 1467000000.0
Net Income 486000000.0 666000000.0
Selling General Administrative 2232000000.0 2224000000.0
Gross Profit 3032000000.0 3116000000.0
Ebit 800000000.0 892000000.0
Operating Income 800000000.0 892000000.0
Other Operating Expenses None None
Interest Expense -49000000.0 -52000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 26000000.0 316000000.0
Total Revenue 62674000000.0 59142000000.0
Total Operating Expenses 61874000000.0 58250000000.0
Cost Of Revenue 59642000000.0 56026000000.0
Total Other Income Expense Net -238000000.0 137000000.0
Discontinued Operations -3000000.0 -3000000.0
Net Income From Continuing Ops 536000000.0 713000000.0
Net Income Applicable To Common Shares 486000000.0 666000000.0 ]
['mutualfund_holders', Holder Shares Date Reported % Out \
0 Vanguard Total Stock Market Index Fund 4329453 2021-12-30 0.0298
1 Vanguard 500 Index Fund 3233507 2021-12-30 0.0222
2 MFS Series Trust I-MFS Value Fund 2893200 2022-02-27 0.0199
3 JP Morgan Large Cap Growth Fund 2293009 2021-12-30 0.0158
4 Vanguard Mid-Cap Index Fund 1726299 2021-12-30 0.0119
5 SPDR S&P 500 ETF Trust 1640864 2022-01-30 0.0113
6 Fidelity 500 Index Fund 1563585 2022-02-27 0.0108
7 iShares Core S&P 500 ETF 1269846 2022-01-30 0.0087
8 Putnam Large Cap Value Fund 1220237 2022-01-30 0.0084
9 Vanguard Index-Value Index Fund 1166709 2021-12-30 0.0080
Value
0 1076172132
1 803752834
2 795514272
3 569973247
4 429106142
5 421242606
6 429923331
7 325994865
8 313259242
9 290008856 ]
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 7.37
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile 0
peerCount 58
governanceScore 5.52
environmentPercentile 0
animalTesting False
tobacco False
totalEsg 15.17
highestControversy 3
esgPerformance LAG_PERF
coal False
pesticides False
adult False
percentile 10.18
peerGroup Healthcare
smallArms False
environmentScore 2.29
governancePercentile 0
militaryContract False]
symbol: GCP
sector: error
sector: error
Index: SP600
vol_30d_2yr: 8243886.328125
Sector 1YMF: 0.45000267028808594
1YMF: 0.45000267028808594
risk trend factor: 0.5027960224875223
Empty DataFrame
Columns: []
Index: [GCP]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 30.93 | 30.835356 | 31.038381 | 31.241406 | 31.187778 | 0.232375 | 30.723027 | 31.652528 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| GCP | 1.87078 | 30.93 | 8243886.328125 | 0.913628 | 0.155232 | 0.442804 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: [None, 'mul', False] best inner cv score, sdev (11 folds): 8.240075910092076 9.316800391694377 test cv mean error, stdev (10 folds): 8.753590728113855 9.621973515859423 sell date: 2022-09-23 expected return: 0.04120132253026541 discounted return: 0.00042961528306939556 quarter return: 1.0403072667197417
['options', ('2022-08-19', '2022-12-16')]
symbol: WRB
sector: Financial Services
Index: SP500
vol_30d_2yr: 24741280.6640625
Sector 1YMF: 2.7066688537597656
1YMF: 2.7066688537597656
risk trend factor: 0.37488481940951457
beta currentRatio debtToEquity dividendRate dividendYield \
WRB 0.736388 0.453 44.413 0.4 0.006
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
WRB 1.585 1969144064 0.19279 14.39872 2491864832
grossMargins grossProfits heldPercentInstitutions \
WRB 0.44661 4029355000 0.69595
industry marketCap operatingCashflow \
WRB Insurance—Property & Casualty 17908482048 2350679040
operatingMargins payoutRatio pegRatio priceToBook \
WRB 0.18096 0.07 1.93 2.608746
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
WRB 1.753326 0.13546 0.278 0.03724
returnOnEquity revenueGrowth revenuePerShare sector \
WRB 0.20909 0.352 36.85 Financial Services
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
WRB 265192992 1.31 3303750912 12.458 3059073024
totalRevenue trailingPE
WRB 10214005760 13.636913
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 66.82 | 65.019435 | 68.896032 | 72.772628 | 67.946191 | 1.725853 | 64.494485 | 71.397896 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| WRB | 1.220256 | 66.82 | 24741280.664062 | 0.845794 | 0.942554 | 0.452599 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -72.2699966430664 Sector Volume Factor: 1.2707168073107045 Sector Risk Trend Factor: -4.617890709055871 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: [None, None] best inner cv score, sdev (11 folds): 34.12905580169824 62.70947459193601 test cv mean error, stdev (10 folds): 37.07787196508725 65.03902935573554 sell date: 2022-06-24 expected return: 0.002130974917643359 discounted return: 0.0007098210074716338 quarter return: 1.0674582622266082
['options', ('2022-07-15',)]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 7.83
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 96
governanceScore 12.16
environmentPercentile None
animalTesting False
tobacco False
totalEsg 21.95
highestControversy 1
esgPerformance AVG_PERF
coal False
pesticides False
adult False
percentile 31.22
peerGroup Insurance
smallArms False
environmentScore 1.95
governancePercentile None
militaryContract False]
symbol: FCN
sector: error
sector: error
Index: SP400
vol_30d_2yr: 6853053.3203125
Sector 1YMF: 6.7500152587890625
1YMF: 6.7500152587890625
risk trend factor: 0.3590433065465876
Empty DataFrame
Columns: []
Index: [FCN]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 164.020004 | 159.077845 | 165.278412 | 171.47898 | 162.282857 | 5.027495 | 152.227867 | 172.337847 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| FCN | 0.694756 | 164.020004 | 6853053.320312 | 0.888589 | 0.922824 | 0.404937 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: ['mul', 'mul', False] best inner cv score, sdev (11 folds): 113.70673887274337 46.52872638178013 test cv mean error, stdev (10 folds): 109.63914279747492 46.89789656306262 sell date: 2022-09-02 expected return: 0.20527261998026444 discounted return: 0.002560886935535134 quarter return: 1.2652888519690373
symbol: XOM
sector: Energy
Index: SP500
vol_30d_2yr: 552640281.25
Sector 1YMF: 9.1300048828125
1YMF: 9.1300048828125
risk trend factor: 0.34741268291096833
beta currentRatio debtToEquity dividendRate dividendYield \
XOM 1.040834 1.072 26.929 3.52 0.0409
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
XOM 1.003 53895000064 0.17427 10.153163 31484874752
grossMargins grossProfits heldPercentInstitutions industry \
XOM 0.31806 90045000000 0.56852 Oil & Gas Integrated
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
XOM 385423540224 53653000192 0.10859 0.5804 0.32
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
XOM 2.277378 1.246241 0.08339 0.739
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
XOM 0.06097 0.1559 0.525 72.369 Energy
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
XOM 4213199872 1.61 11073999872 2.629 47537000448
totalRevenue trailingPE
XOM 309269004288 15.170813
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 86.120003 | 88.433461 | 96.553809 | 104.674158 | 89.425555 | 6.106626 | 77.212304 | 101.638806 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| XOM | 1.153813 | 86.120003 | 552640281.25 | 0.738786 | 0.776498 | 0.53103 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: ['add', 'add', False] best inner cv score, sdev (11 folds): 136.76549887194895 167.42652080970876 test cv mean error, stdev (10 folds): 149.9049726689322 170.10508794627145 sell date: 2022-09-23 expected return: 0.07945807982303119 discounted return: 0.0008137259727394319 quarter return: 1.0777034556362188
['options', ('2022-07-15', '2023-01-20', '2024-01-19', '2026-02-21')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 9.82
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 66
governanceScore 8.14
environmentPercentile None
animalTesting True
tobacco False
totalEsg 36.46
highestControversy 3
esgPerformance OUT_PERF
coal False
pesticides False
adult False
percentile 81.8
peerGroup Oil & Gas Producers
smallArms False
environmentScore 18.51
governancePercentile None
militaryContract False]
symbol: MANT
sector: Technology
Index: SP600
vol_30d_2yr: 4428022.265625
Sector 1YMF: 5.6399993896484375
1YMF: 5.6399993896484375
risk trend factor: 0.32063661839633545
beta currentRatio debtToEquity dividendRate dividendYield \
MANT 0.737745 1.584 23.665 1.64 0.02
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
MANT -0.07 264191008 0.10344 27.143267 89507376
grossMargins grossProfits heldPercentInstitutions industry \
MANT 0.14856 379411000 0.71066 Software—Application
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
MANT 3859215104 212171008 0.07374 0.4669 4.3
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
MANT 2.329694 1.511073 0.05365 1.462
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
MANT 0.0485 0.08419 -0.007 62.85 Technology
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
MANT 27562400 2.93 53374000 1.308 396480000
totalRevenue trailingPE
MANT 2553956096 27.853573
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 94.790001 | 94.21236 | 94.956032 | 95.699705 | 88.233333 | 5.546632 | 77.140069 | 99.326598 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MANT | 2.782348 | 94.790001 | 4428022.265625 | 0.833671 | 0.571232 | 0.363702 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -363.4599914550781 Sector Volume Factor: 1.1528457613891094 Sector Risk Trend Factor: -4.954471974241429 Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: [None, 'add', False] best inner cv score, sdev (11 folds): 79.08238855442798 56.433028025127456 test cv mean error, stdev (10 folds): 75.67082242780269 58.09585895529044 sell date: 2022-09-23 expected return: 0.03804220288704062 discounted return: 0.0003972750822611726 quarter return: 1.0372179175185376
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Intangible Assets 2.655550e+08 1.822340e+08 1.890820e+08
Capital Surplus 5.665730e+08 5.621590e+08 5.572110e+08
Total Liab 9.641450e+08 6.277590e+08 6.598970e+08
Total Stockholder Equity 1.675420e+09 1.656402e+09 1.628976e+09
Other Current Liab 3.619700e+07 3.444200e+07 3.061000e+07
Total Assets 2.639565e+09 2.284161e+09 2.288873e+09
Common Stock 4.110000e+05 4.100000e+05 4.100000e+05
Other Current Assets 1.337200e+07 8.339000e+06 7.756000e+06
Retained Earnings 1.117867e+09 1.103243e+09 1.080762e+09
Other Liab 2.231980e+08 1.996420e+08 1.913750e+08
Good Will 1.498988e+09 1.238090e+09 1.237734e+09
Treasury Stock -9.431000e+06 -9.410000e+06 -9.407000e+06
Other Assets 5.733000e+07 5.422800e+07 5.310300e+07
Cash 5.337400e+07 1.454140e+08 6.487400e+07
Total Current Liabilities 3.772280e+08 3.608110e+08 3.673090e+08
Other Stockholder Equity -2.730000e+05 -2.520000e+05 -2.490000e+05
Property Plant Equipment 2.086160e+08 2.063080e+08 2.137790e+08
Total Current Assets 5.975210e+08 5.917460e+08 5.836270e+08
Long Term Investments 1.155500e+07 1.155500e+07 1.154800e+07
Net Tangible Assets -8.912300e+07 2.360780e+08 2.021600e+08
Net Receivables 4.981750e+08 4.072410e+08 4.755650e+08
Long Term Debt 3.000000e+08 NaN 3.000000e+07
Accounts Payable 1.691400e+08 1.643870e+08 1.706120e+08
2021-03-31
Intangible Assets 1.953520e+08
Capital Surplus 5.498110e+08
Total Liab 5.999710e+08
Total Stockholder Equity 1.600428e+09
Other Current Liab 3.038300e+07
Total Assets 2.200399e+09
Common Stock 4.090000e+05
Other Current Assets 6.921000e+06
Retained Earnings 1.059608e+09
Other Liab 1.878370e+08
Good Will 1.237733e+09
Treasury Stock -9.400000e+06
Other Assets 5.127100e+07
Cash 6.924000e+06
Total Current Liabilities 3.141710e+08
Other Stockholder Equity -2.420000e+05
Property Plant Equipment 2.173500e+08
Total Current Assets 4.871450e+08
Long Term Investments 1.154800e+07
Net Tangible Assets 1.673430e+08
Net Receivables 4.430940e+08
Long Term Debt 2.150000e+07
Accounts Payable 1.225490e+08 ]
['quarterly_cashflow', 2021-12-31 2021-09-30 \
Change To Liabilities -13433000.0 -1675000.0
Total Cashflows From Investing Activities -384184000.0 -10122000.0
Net Borrowings 299951000.0 -30047000.0
Total Cash From Financing Activities 285023000.0 -47840000.0
Change To Operating Activities -24850000.0 -8044000.0
Issuance Of Stock 1738000.0 1587000.0
Net Income 30124000.0 37956000.0
Change In Cash -92040000.0 80540000.0
Repurchase Of Stock -1175000.0 -599000.0
Total Cash From Operating Activities 7121000.0 138502000.0
Depreciation 19637000.0 18651000.0
Other Cashflows From Investing Activities 43000.0 43000.0
Dividends Paid -15491000.0 -15466000.0
Change To Account Receivables -18592000.0 71550000.0
Change To Netincome 16895000.0 21181000.0
Capital Expenditures -13709000.0 -10122000.0
Other Cashflows From Financing Activities NaN -3315000.0
2021-06-30 2021-03-31
Change To Liabilities 50481000.0 -26248000.0
Total Cashflows From Investing Activities -12996000.0 -17854000.0
Net Borrowings 8456000.0 6453000.0
Total Cash From Financing Activities -3735000.0 -8282000.0
Change To Operating Activities -12414000.0 -26116000.0
Issuance Of Stock 3291000.0 3142000.0
Net Income 36609000.0 32328000.0
Change In Cash 57950000.0 -34269000.0
Repurchase Of Stock -4000.0 -2489000.0
Total Cash From Operating Activities 74681000.0 -8133000.0
Depreciation 18435000.0 19152000.0
Other Cashflows From Investing Activities 227000.0 227000.0
Dividends Paid -15478000.0 -15388000.0
Change To Account Receivables -30089000.0 -26823000.0
Change To Netincome 14041000.0 11945000.0
Capital Expenditures -13223000.0 -17854000.0
Other Cashflows From Financing Activities -3315000.0 -3315000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 633224000 32328000
2Q2021 648578000 36609000
3Q2021 637821000 37956000
4Q2021 634333000 30124000]
['quarterly_financials', 2021-12-31 2021-09-30 2021-06-30 \
Research Development None None None
Effect Of Accounting Charges None None None
Income Before Tax 41639000.0 52611000.0 48323000.0
Minority Interest None None None
Net Income 30124000.0 37956000.0 36609000.0
Selling General Administrative 47618000.0 48343000.0 47048000.0
Gross Profit 91578000.0 101616000.0 95710000.0
Ebit 43960000.0 53273000.0 48662000.0
Operating Income 43960000.0 53273000.0 48662000.0
Other Operating Expenses None None None
Interest Expense -1063000.0 -606000.0 -366000.0
Extraordinary Items None None None
Non Recurring None None None
Other Items None None None
Income Tax Expense 11515000.0 14655000.0 11714000.0
Total Revenue 634333000.0 637821000.0 648578000.0
Total Operating Expenses 590373000.0 584548000.0 599916000.0
Cost Of Revenue 542755000.0 536205000.0 552868000.0
Total Other Income Expense Net -2321000.0 -662000.0 -339000.0
Discontinued Operations None None None
Net Income From Continuing Ops 30124000.0 37956000.0 36609000.0
Net Income Applicable To Common Shares 30124000.0 37956000.0 36609000.0
2021-03-31
Research Development None
Effect Of Accounting Charges None
Income Before Tax 41985000.0
Minority Interest None
Net Income 32328000.0
Selling General Administrative 48086000.0
Gross Profit 90507000.0
Ebit 42421000.0
Operating Income 42421000.0
Other Operating Expenses None
Interest Expense -354000.0
Extraordinary Items None
Non Recurring None
Other Items None
Income Tax Expense 9657000.0
Total Revenue 633224000.0
Total Operating Expenses 590803000.0
Cost Of Revenue 542717000.0
Total Other Income Expense Net -436000.0
Discontinued Operations None
Net Income From Continuing Ops 32328000.0
Net Income Applicable To Common Shares 32328000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 iShares Core S&P Smallcap ETF 1938605 2022-01-30
1 Vanguard Total Stock Market Index Fund 787243 2021-12-30
2 Victory Portfolios-Sycamore Small Company Oppo... 696400 2022-01-30
3 Vanguard Small-Cap Index Fund 690974 2021-12-30
4 First Trust NASDAQ Cybersecurity ETF 642526 2022-02-27
5 iShares Russell 2000 ETF 628355 2022-01-30
6 DFA U.S. Small Cap Value Series 544749 2022-01-30
7 Harbor Small Cap Value Fund 528590 2022-01-30
8 iShares S&P Smallcap 600 Value ETF 458357 2022-01-30
9 Janus Henderson Small Cap Value Fund 444296 2021-12-30
% Out Value
0 0.0493 140044825
1 0.0200 57413631
2 0.0177 50307936
3 0.0176 50392733
4 0.0163 53567392
5 0.0160 45392365
6 0.0138 39352667
7 0.0134 38185341
8 0.0116 33111709
9 0.0113 32402507 ]
['options', ('2022-08-19',)]
symbol: SM
sector: Energy
Index: SP600
vol_30d_2yr: 85332599.609375
Sector 1YMF: 6.969999313354492
1YMF: 6.969999313354492
risk trend factor: 0.3050327621527311
beta currentRatio debtToEquity dividendRate dividendYield ebitda \
SM 5.179219 0.717 93.916 0.02 0.0005 1315937024
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
SM 0.45427 4.047666 570353344 0.8671 2136878000
heldPercentInstitutions industry marketCap operatingCashflow \
SM 0.88372 Oil & Gas E&P 4967176192 1396240000
operatingMargins payoutRatio pegRatio priceToBook \
SM 0.18012 0.007 0.15 2.348467
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
SM 1.714697 0.11608 0.7 0.06264
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
SM 0.17312 0.931 23.974 Energy 121864000
shortRatio totalCash totalCashPerShare totalDebt totalRevenue trailingPE
SM 1.78 419887008 3.446 1986428032 2896824064 15.306045
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 39.709999 | 36.543497 | 46.618254 | 56.693011 | 41.080159 | 5.405133 | 30.269893 | 51.890424 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| SM | 0.640686 | 39.709999 | 85332599.609375 | 0.715458 | 0.803847 | 0.471215 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: ['add', None] best inner cv score, sdev (11 folds): 38.18857423099383 45.778047872192694 test cv mean error, stdev (10 folds): 41.84793522372869 46.45312695322053 sell date: 2022-09-23 expected return: 0.3335568166169001 discounted return: 0.0030669239586564867 quarter return: 1.3254144590195558
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
symbol: DINO
sector: Energy
Index: SP400
vol_30d_2yr: 51433534.1796875
Sector 1YMF: 6.369998931884766
1YMF: 6.369998931884766
risk trend factor: 0.2699152264297761
beta currentRatio debtToEquity dividendRate dividendYield \
DINO 1.639705 1.822 57.138 1.6 0.0341
ebitda ebitdaMargins freeCashflow grossMargins grossProfits \
DINO 1137624960 0.06186 -771616128 0.08786 1615735000
heldPercentInstitutions industry \
DINO 0.62529 Oil & Gas Refining & Marketing
operatingCashflow operatingMargins payoutRatio pegRatio profitMargins \
DINO 406681984 0.04193 0.1032 0.35 0.03036
quickRatio returnOnAssets returnOnEquity revenueGrowth revenuePerShare \
DINO 0.762 0.03946 0.11039 0.938 113.116
sector shortRatio totalCash totalCashPerShare totalDebt totalRevenue
DINO Energy 3.3 234444000 1.438 3596556032 18389141504
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 45.0 | 43.432974 | 51.035714 | 58.638454 | 43.785397 | 6.19363 | 31.398138 | 56.172656 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| DINO | 1.094012 | 45.0 | 51433534.179688 | 0.676181 | 0.488602 | 0.560442 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: ['add', 'mul', True] best inner cv score, sdev (11 folds): 70.25982692072806 77.80841864848905 test cv mean error, stdev (10 folds): 75.88547288187537 79.44466432212066 sell date: 2022-09-23 expected return: 0.03251179010994842 discounted return: 0.00034042457790106617 quarter return: 1.0318091641363818
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Intangible Assets 2.990580e+08 6.410410e+08 6.546840e+08
Capital Surplus 4.220075e+09 4.232504e+09 4.225032e+09
Total Liab 6.622148e+09 6.567642e+09 6.519789e+09
Total Stockholder Equity 5.687885e+09 5.726740e+09 5.443375e+09
Minority Interest 6.065800e+08 6.027990e+08 5.968690e+08
Deferred Long Term Liab 3.973850e+08 3.453140e+08 3.037070e+08
Other Current Liab 2.699100e+07 1.499010e+08 2.866900e+07
Total Assets 1.291661e+10 1.289718e+10 1.256003e+10
Common Stock 2.560000e+06 2.560000e+06 2.560000e+06
Other Current Assets 6.463000e+06 1.967000e+06 1.563000e+06
Retained Earnings 4.413836e+09 4.453366e+09 4.172560e+09
Other Liab 1.118644e+09 1.136432e+09 1.078211e+09
Good Will 2.293044e+09 2.293305e+09 2.293544e+09
Treasury Stock -2.948586e+09 -2.961690e+09 -2.956777e+09
Other Assets 7.510120e+08 3.453140e+08 3.037070e+08
Cash 2.344440e+08 1.481562e+09 1.398280e+09
Total Current Liabilities 2.065464e+09 2.044208e+09 2.012771e+09
Other Stockholder Equity 2.671000e+06 4.460000e+06 9.653000e+06
Property Plant Equipment 5.811045e+09 5.262498e+09 5.163648e+09
Total Current Assets 3.762454e+09 4.355023e+09 4.144450e+09
Net Tangible Assets 3.095783e+09 2.792394e+09 2.495147e+09
Net Receivables 1.339270e+09 9.475650e+08 9.962990e+08
Long Term Debt 3.072737e+09 3.072352e+09 3.100969e+09
Inventory 2.122128e+09 1.887080e+09 1.700605e+09
Accounts Payable 1.613484e+09 1.460769e+09 1.480820e+09
2021-03-31
Intangible Assets 6.498600e+08
Capital Surplus 4.216816e+09
Total Liab 6.096771e+09
Total Stockholder Equity 5.259187e+09
Minority Interest 5.788590e+08
Deferred Long Term Liab 3.087260e+08
Other Current Liab 4.575800e+07
Total Assets 1.193482e+10
Common Stock 2.560000e+06
Other Current Assets 2.445000e+06
Retained Earnings 4.003733e+09
Other Liab 9.379900e+08
Good Will 2.293422e+09
Treasury Stock -2.963922e+09
Other Assets 3.087260e+08
Cash 1.193428e+09
Total Current Liabilities 1.757308e+09
Other Stockholder Equity 4.658000e+06
Property Plant Equipment 4.982533e+09
Total Current Assets 3.700276e+09
Net Tangible Assets 2.315905e+09
Net Receivables 8.440410e+08
Long Term Debt 3.126091e+09
Inventory 1.616848e+09
Accounts Payable 1.266690e+09 ]
['quarterly_cashflow', 2021-12-31 2021-09-30 \
Investments 6.480000e+05 410000.0
Change To Liabilities 1.738690e+08 -28662000.0
Total Cashflows From Investing Activities -8.887430e+08 -116164000.0
Net Borrowings -2.443000e+06 -30251000.0
Total Cash From Financing Activities -2.763400e+07 -45691000.0
Change To Operating Activities -1.612560e+08 72162000.0
Net Income -3.953000e+07 280787000.0
Change In Cash -1.247118e+09 83282000.0
Repurchase Of Stock -6.445000e+06 -122000.0
Effect Of Exchange Rate 2.071000e+06 -4276000.0
Total Cash From Operating Activities -3.328120e+08 249413000.0
Depreciation -2.702000e+06 121220000.0
Change To Inventory 5.507100e+07 -194922000.0
Change To Account Receivables -3.937620e+08 72256000.0
Other Cashflows From Financing Activities -1.874600e+07 -15318000.0
Change To Netincome -1.073170e+08 -58845000.0
Capital Expenditures -2.650640e+08 -215504000.0
Other Cashflows From Investing Activities NaN NaN
Dividends Paid NaN NaN
2021-06-30 2021-03-31
Investments 3107000.0 3107000.0
Change To Liabilities 201040000.0 266163000.0
Total Cashflows From Investing Activities -175248000.0 -147064000.0
Net Borrowings -26623000.0 -18173000.0
Total Cash From Financing Activities -48917000.0 -89561000.0
Change To Operating Activities 55153000.0 98871000.0
Net Income 168850000.0 148217000.0
Change In Cash 204852000.0 -174890000.0
Repurchase Of Stock -479000.0 -12000.0
Effect Of Exchange Rate 1262000.0 -591000.0
Total Cash From Operating Activities 427755000.0 62326000.0
Depreciation 124042000.0 124079000.0
Change To Inventory 36530000.0 -241238000.0
Change To Account Receivables -147010000.0 -145891000.0
Other Cashflows From Financing Activities -21815000.0 -13713000.0
Change To Netincome -82000.0 -224054000.0
Capital Expenditures -182880000.0 -149961000.0
Other Cashflows From Investing Activities -2897000.0 2897000.0
Dividends Paid NaN -57663000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 3504293000 148217000
2Q2021 4577123000 168850000
3Q2021 4685059000 280787000
4Q2021 5622667000 -39530000]
['quarterly_financials', 2021-12-31 2021-09-30 \
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax -43150000.0 357507000.0
Minority Interest 606580000.0 602799000.0
Net Income -39530000.0 280787000.0
Selling General Administrative 92633000.0 87686000.0
Gross Profit 225010000.0 509881000.0
Ebit -1821000.0 300975000.0
Operating Income -1821000.0 300975000.0
Other Operating Expenses None None
Interest Expense -30955000.0 -26892000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense -26046000.0 54766000.0
Total Revenue 5622667000.0 4685059000.0
Total Operating Expenses 5624488000.0 4384084000.0
Cost Of Revenue 5397657000.0 4175178000.0
Total Other Income Expense Net -41329000.0 56532000.0
Discontinued Operations None None
Net Income From Continuing Ops -17104000.0 302741000.0
Net Income Applicable To Common Shares -39107000.0 277234000.0
2021-06-30 2021-03-31
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 318252000.0 154543000.0
Minority Interest 596869000.0 578859000.0
Net Income 168850000.0 148217000.0
Selling General Administrative 78686000.0 73245000.0
Gross Profit 536228000.0 344616000.0
Ebit 333500000.0 147292000.0
Operating Income 333500000.0 147292000.0
Other Operating Expenses None None
Interest Expense -28942000.0 -38386000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 123485000.0 -28307000.0
Total Revenue 4577123000.0 3504293000.0
Total Operating Expenses 4243623000.0 3357001000.0
Cost Of Revenue 4040895000.0 3159677000.0
Total Other Income Expense Net -15248000.0 7251000.0
Discontinued Operations None None
Net Income From Continuing Ops 194767000.0 182850000.0
Net Income Applicable To Common Shares 166627000.0 146175000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 iShares Core S&P Midcap ETF 4158265 2022-01-30
1 Vanguard Total Stock Market Index Fund 4157166 2021-12-30
2 Fidelity Low-Priced Stock Fund 3753790 2022-02-27
3 Vanguard Small-Cap Index Fund 3681912 2021-12-30
4 John Hancock Fds III-Disciplined Value Mid Cap Fd 2884974 2021-12-30
5 SPDR (R) Ser Tr-SPDR (R) S&P (R) Oil & Gas Exp... 2700673 2022-01-30
6 Vanguard Small Cap Value Index Fund 2335086 2021-12-30
7 DFA U.S. Small Cap Value Series 1999592 2022-01-30
8 Vanguard Extended Market Index Fund 1980785 2021-12-30
9 John Hancock Mutual Fds III-Disciplined Value Fd 1734416 2021-12-30
% Out Value
0 0.0186 146204597
1 0.0186 136271901
2 0.0168 114302905
3 0.0165 120693075
4 0.0129 94569447
5 0.0121 94955662
6 0.0105 76544119
7 0.0090 70305654
8 0.0089 64930132
9 0.0078 56854156 ]
symbol: PLAB
sector: Technology
Index: SP600
vol_30d_2yr: 10786618.9453125
Sector 1YMF: 2.2899999618530273
1YMF: 2.2899999618530273
risk trend factor: 0.26412914530661946
beta currentRatio debtToEquity earningsGrowth ebitda \
PLAB 0.946914 3.38 8.253 1.653 230734000
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
PLAB 0.30918 8.626126 88907624 0.30465 167044000
heldPercentInstitutions industry marketCap \
PLAB 0.90545 Semiconductor Equipment & Materials 1179664896
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
PLAB 195842000 0.19571 0 1.14 1.391614
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
PLAB 1.580754 0.11709 2.86 0.07027
returnOnEquity revenueGrowth revenuePerShare sector \
PLAB 0.12517 0.28 12.342 Technology
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
PLAB 61601300 1.44 329281984 5.345 86678000
totalRevenue trailingPE
PLAB 746267008 13.457484
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 19.15 | 14.678059 | 19.802381 | 24.926703 | 17.249841 | 2.549321 | 12.151199 | 22.348483 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| PLAB | 2.163783 | 19.15 | 10786618.945312 | 0.729861 | 0.736899 | 0.332818 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -363.4599914550781 Sector Volume Factor: 1.1528457613891094 Sector Risk Trend Factor: -4.954471974241429 Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: ['add', 'add', False] best inner cv score, sdev (11 folds): 4.567473504594047 5.146782222487015 test cv mean error, stdev (10 folds): 4.293159696638102 5.320767769860798 sell date: 2022-08-26 expected return: 0.020160538588419565 discounted return: 0.0003024700634008948 quarter return: 1.0282137137990637
['options', ('2022-12-16',)]
symbol: MPC
sector: Energy
Index: SP500
vol_30d_2yr: 141817662.109375
Sector 1YMF: 6.860008239746094
1YMF: 6.860008239746094
risk trend factor: 0.20927420668724137
beta currentRatio debtToEquity dividendRate dividendYield \
MPC 1.910294 1.704 80.117 2.32 0.0242
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
MPC 1.917 7120999936 0.05912 21.64929 16415250432
grossMargins grossProfits heldPercentInstitutions \
MPC 0.0867 10443000000 0.82037
industry marketCap operatingCashflow \
MPC Oil & Gas Refining & Marketing 56240115712 4360000000
operatingMargins payoutRatio pegRatio priceToBook \
MPC 0.03119 0.5472 0.55 2.009414
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
MPC 0.466913 0.08085 1.222 0.02754
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
MPC 0.08003 0.967 189.986 Energy 615587968
shortRatio totalCash totalCashPerShare totalDebt totalRevenue \
MPC 2.92 10839000064 19.177 26904000512 120450998272
trailingPE
MPC 6.413028
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 87.290001 | 89.493723 | 102.090159 | 114.686595 | 92.726984 | 8.615037 | 75.49691 | 109.957059 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MPC | 1.221452 | 87.290001 | 141817662.109375 | 0.691764 | 0.544636 | 0.514361 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: [None, 'mul', False] best inner cv score, sdev (11 folds): 143.94496742317762 157.58998735053586 test cv mean error, stdev (10 folds): 151.18349763673814 163.530290807923 sell date: 2022-09-23 expected return: 0.01413756989027312 discounted return: 0.00014935760454304337 quarter return: 1.013834699429743
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Capital Surplus 3.326200e+10 3.325600e+10 3.323800e+10
Total Liab 5.179200e+10 5.333600e+10 5.760700e+10
Total Stockholder Equity 2.620600e+10 2.828000e+10 2.892100e+10
Minority Interest 7.375000e+09 7.684000e+09 7.772000e+09
Other Current Liab 2.278000e+09 3.377000e+09 6.148000e+09
Total Assets 8.537300e+10 8.930000e+10 9.430000e+10
Common Stock 1.000000e+07 1.000000e+07 1.000000e+07
Other Current Assets 5.680000e+08 5.850000e+08 5.850000e+08
Retained Earnings 1.290500e+10 1.248400e+10 1.216000e+10
Other Liab 7.999000e+09 8.193000e+09 8.825000e+09
Good Will 8.256000e+09 8.256000e+09 8.256000e+09
Treasury Stock -1.997100e+10 -1.747000e+10 -1.648700e+10
Other Assets 2.400000e+09 2.463000e+09 2.532000e+09
Cash 5.291000e+09 5.874000e+09 1.183900e+10
Total Current Liabilities 1.789800e+10 1.689800e+10 1.951200e+10
Deferred Long Term Asset Charges 2.000000e+06 NaN NaN
Short Long Term Debt 4.980000e+08 7.300000e+07 7.000000e+07
Other Stockholder Equity -6.700000e+07 -3.440000e+08 -3.400000e+08
Property Plant Equipment 3.881200e+10 3.905400e+10 3.949600e+10
Total Current Assets 3.049600e+10 3.414300e+10 3.859200e+10
Long Term Investments 5.409000e+09 5.384000e+09 5.424000e+09
Net Tangible Assets 1.795000e+10 2.002400e+10 2.066500e+10
Short Term Investments 5.548000e+09 7.352000e+09 5.418000e+09
Net Receivables 1.103400e+10 1.112100e+10 1.187100e+10
Long Term Debt 2.444300e+10 2.665500e+10 2.763900e+10
Inventory 8.055000e+09 9.211000e+09 8.879000e+09
Accounts Payable 1.370000e+10 1.219600e+10 1.217000e+10
2021-03-31
Capital Surplus 3.322200e+10
Total Liab 5.717200e+10
Total Stockholder Equity 2.159200e+10
Minority Interest 7.887000e+09
Other Current Liab 3.370000e+09
Total Assets 8.665100e+10
Common Stock 1.000000e+07
Other Current Assets 1.176200e+10
Retained Earnings 4.029000e+09
Other Liab 9.386000e+09
Good Will 8.256000e+09
Treasury Stock -1.566900e+10
Other Assets 2.594000e+09
Cash 6.240000e+08
Total Current Liabilities 1.608500e+10
Deferred Long Term Asset Charges NaN
Short Long Term Debt 6.900000e+07
Other Stockholder Equity -5.110000e+08
Property Plant Equipment 4.000500e+10
Total Current Assets 3.036100e+10
Long Term Investments 5.435000e+09
Net Tangible Assets 1.333600e+10
Short Term Investments NaN
Net Receivables 9.568000e+09
Long Term Debt 3.006100e+10
Inventory 8.407000e+09
Accounts Payable 9.953000e+09 ]
['quarterly_cashflow', 2021-12-31 2021-09-30 \
Investments 1.742000e+09 -1.934000e+09
Change To Liabilities 1.590000e+09 1.930000e+08
Total Cashflows From Investing Activities 1.448000e+09 -2.054000e+09
Net Borrowings -1.951000e+09 -1.018000e+09
Total Cash From Financing Activities -5.703000e+09 -2.762000e+09
Change To Operating Activities -2.000000e+06 1.000000e+06
Issuance Of Stock 3.500000e+07 1.800000e+07
Net Income 7.740000e+08 6.940000e+08
Change In Cash -5.810000e+08 -5.964000e+09
Repurchase Of Stock -2.742000e+09 -9.280000e+08
Total Cash From Operating Activities 3.674000e+09 -1.148000e+09
Depreciation 8.130000e+08 8.360000e+08
Other Cashflows From Investing Activities 1.320000e+08 2.400000e+08
Dividends Paid -3.540000e+08 -3.700000e+08
Change To Inventory 1.173000e+09 -3.260000e+08
Change To Account Receivables -1.534000e+09 1.820000e+08
Other Cashflows From Financing Activities -6.910000e+08 -4.640000e+08
Change To Netincome 8.400000e+08 -2.746000e+09
Capital Expenditures -4.810000e+08 -3.770000e+08
2021-06-30 2021-03-31
Investments -5.477000e+09 -5.000000e+07
Change To Liabilities 2.656000e+09 1.821000e+09
Total Cashflows From Investing Activities 1.567000e+10 -2.670000e+08
Net Borrowings -4.169000e+09 8.650000e+08
Total Cash From Financing Activities -5.970000e+09 1.600000e+07
Change To Operating Activities -1.000000e+06 5.000000e+06
Issuance Of Stock 3.000000e+07 2.300000e+07
Net Income 8.512000e+09 -2.420000e+08
Change In Cash 1.108000e+10 2.030000e+08
Repurchase Of Stock -9.840000e+08 -9.840000e+08
Total Cash From Operating Activities 1.380000e+09 4.540000e+08
Depreciation 8.710000e+08 8.440000e+08
Other Cashflows From Investing Activities 2.144400e+10 1.100000e+07
Dividends Paid -3.810000e+08 -3.790000e+08
Change To Inventory -4.720000e+08 -4.080000e+08
Change To Account Receivables -2.224000e+09 -1.723000e+09
Other Cashflows From Financing Activities -4.660000e+08 -4.930000e+08
Change To Netincome -7.981000e+09 1.350000e+08
Capital Expenditures -3.020000e+08 -3.040000e+08 ]
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 22788000000 -242000000
2Q2021 29734000000 8512000000
3Q2021 32491000000 694000000
4Q2021 35438000000 774000000]
['quarterly_financials', 2021-12-31 2021-09-30 \
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 1348000000.0 1012000000.0
Minority Interest 7375000000.0 7684000000.0
Net Income 774000000.0 694000000.0
Selling General Administrative 654000000.0 691000000.0
Gross Profit 3254000000.0 2928000000.0
Ebit 1610000000.0 1208000000.0
Operating Income 1610000000.0 1208000000.0
Other Operating Expenses 177000000.0 193000000.0
Interest Expense -302000000.0 -313000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 243000000.0 -18000000.0
Total Revenue 35438000000.0 32491000000.0
Total Operating Expenses 33828000000.0 31283000000.0
Cost Of Revenue 32184000000.0 29563000000.0
Total Other Income Expense Net -262000000.0 -196000000.0
Discontinued Operations NaN NaN
Net Income From Continuing Ops 1105000000.0 1030000000.0
Net Income Applicable To Common Shares 772000000.0 694000000.0
2021-06-30 2021-03-31
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 593000000.0 -136000000.0
Minority Interest 7772000000.0 7887000000.0
Net Income 8512000000.0 -242000000.0
Selling General Administrative 681000000.0 575000000.0
Gross Profit 2557000000.0 1704000000.0
Ebit 816000000.0 123000000.0
Operating Income 816000000.0 123000000.0
Other Operating Expenses 189000000.0 162000000.0
Interest Expense -318000000.0 -334000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 5000000.0 34000000.0
Total Revenue 29734000000.0 22788000000.0
Total Operating Expenses 28918000000.0 22665000000.0
Cost Of Revenue 27177000000.0 21084000000.0
Total Other Income Expense Net -223000000.0 -259000000.0
Discontinued Operations 8214000000.0 234000000.0
Net Income From Continuing Ops 588000000.0 -170000000.0
Net Income Applicable To Common Shares 8512000000.0 -242000000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 Select Sector SPDR Fund-Energy Select 18103056 2022-01-30
1 Vanguard Total Stock Market Index Fund 17494854 2021-12-30
2 Vanguard 500 Index Fund 13037019 2021-12-30
3 Vanguard Mid-Cap Index Fund 6960433 2021-12-30
4 SPDR S&P 500 ETF Trust 6540311 2022-01-30
5 Fidelity 500 Index Fund 6304109 2022-02-27
6 iShares Core S&P 500 ETF 5120813 2022-01-30
7 Vanguard Index-Value Index Fund 4704115 2021-12-30
8 Vanguard Institutional Index Fund-Institutiona... 4638261 2021-12-30
9 iShares Select Dividend ETF 4127022 2022-01-30
% Out Value
0 0.0335 1298894268
1 0.0323 1119495707
2 0.0241 834238845
3 0.0129 445398107
4 0.0121 469267314
5 0.0117 490900967
6 0.0095 367418332
7 0.0087 301016318
8 0.0086 296802321
9 0.0076 296113828 ]
['options', ('2022-07-15', '2022-09-16', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 7.01
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile 0
peerCount 39
governanceScore 5.87
environmentPercentile 0
animalTesting False
tobacco False
totalEsg 28.78
highestControversy 3
esgPerformance None
coal False
pesticides False
adult False
percentile 57.14
peerGroup Refiners & Pipelines
smallArms False
environmentScore 15.91
governancePercentile 0
militaryContract False]
symbol: LLY
sector: Healthcare
Index: SP500
vol_30d_2yr: 70977344.3359375
Sector 1YMF: 8.8499755859375
1YMF: 8.8499755859375
risk trend factor: 0.18730107060185186
beta currentRatio debtToEquity dividendRate dividendYield \
LLY 0.397459 1.267 174.931 3.92 0.0135
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
LLY 0.409 10721399808 0.36563 32.746696 4736287744
grossMargins grossProfits heldPercentInstitutions \
LLY 0.7556 21345300000 0.84117
industry marketCap operatingCashflow \
LLY Drug Manufacturers—General 282520584192 8062499840
operatingMargins payoutRatio pegRatio priceToBook \
LLY 0.30994 0.5245 3.51 28.684158
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
LLY 9.634844 0.20903 0.772 0.12117
returnOnEquity revenueGrowth revenuePerShare sector \
LLY 0.74019 0.148 32.376 Healthcare
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
LLY 950160000 1.63 2571599872 2.857 16551999488
totalRevenue trailingPE
LLY 29322799104 44.19441
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 290.899994 | 284.096885 | 302.232381 | 320.367877 | 296.315556 | 9.524706 | 277.266144 | 315.364968 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| LLY | 0.967658 | 290.899994 | 70977344.335938 | 0.829733 | 0.979741 | 0.407173 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -122.20997619628906 Sector Volume Factor: 1.2238851152317325 Sector Risk Trend Factor: -3.3236323632363236 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: ['add', 'add', False] best inner cv score, sdev (11 folds): 404.3004619386717 288.1892693369166 test cv mean error, stdev (10 folds): 433.7032966822759 286.0945278924163 sell date: 2022-09-02 expected return: 0.13279535875519005 discounted return: 0.0017095191098663864 quarter return: 1.1701611544433472
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 17.4
nuclear False
furLeather False
alcoholic False
gmo False
catholic True
socialPercentile None
peerCount 83
governanceScore 11.56
environmentPercentile None
animalTesting True
tobacco False
totalEsg 32.4
highestControversy 2
esgPerformance OUT_PERF
coal False
pesticides False
adult False
percentile 70.21
peerGroup Pharmaceuticals
smallArms False
environmentScore 3.43
governancePercentile None
militaryContract False]
symbol: VLO
sector: Energy
Index: SP500
vol_30d_2yr: 90552079.1015625
Sector 1YMF: 9.160011291503906
1YMF: 9.160011291503906
risk trend factor: 0.1828345622851758
beta currentRatio debtToEquity dividendRate dividendYield \
VLO 1.762704 1.178 64.483 3.92 0.0349
ebitda ebitdaMargins forwardPE freeCashflow grossMargins \
VLO 6672999936 0.05306 10.225637 4647625216 0.05998
grossProfits heldPercentInstitutions industry \
VLO 5487000000 0.80481 Oil & Gas Refining & Marketing
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
VLO 47530942464 6498999808 0.0341 0.6312 0.36
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
VLO 2.525478 0.377935 0.02019 0.7
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
VLO 0.04701 0.14702 0.886 308.815 Energy
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
VLO 408096000 1.46 2638000128 6.464 13160999936
totalRevenue trailingPE
VLO 125765001216 18.749195
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 112.440002 | 114.972524 | 130.979841 | 146.987158 | 116.34127 | 14.566462 | 87.208346 | 145.474193 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VLO | 1.3872 | 112.440002 | 90552079.101562 | 0.691389 | 0.569718 | 0.530999 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: [None, None] best inner cv score, sdev (11 folds): 317.1519111015952 364.58958459008994 test cv mean error, stdev (10 folds): 348.46615032995356 368.0104948880837 sell date: 2022-06-24 expected return: 2.228576469871314e-05 discounted return: 7.428533049580466e-06 quarter return: 1.000683656088519
['options', ('2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 7.23
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 39
governanceScore 4.98
environmentPercentile None
animalTesting False
tobacco False
totalEsg 30.94
highestControversy 3
esgPerformance OUT_PERF
coal False
pesticides False
adult False
percentile 65.34
peerGroup Refiners & Pipelines
smallArms False
environmentScore 18.74
governancePercentile None
militaryContract False]
symbol: APA
sector: Energy
Index: SP500
vol_30d_2yr: 204531248.4375
Sector 1YMF: 2.8700027465820312
1YMF: 2.8700027465820312
risk trend factor: 0.1813014791288129
beta currentRatio debtToEquity dividendRate dividendYield \
APA 4.125226 1.227 704.108 0.5 0.0127
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
APA 4.324 4982000128 0.56569 4.06754 2424875008
grossMargins grossProfits heldPercentInstitutions industry \
APA 0.67015 5080000000 0.86507 Oil & Gas E&P
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
APA 13647661056 3716000000 0.40218 0.0339 0.17
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
APA 1.549638 0.28023 0.882 0.17293
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
APA 4.69732 0.405 24.063 Energy 338232000
shortRatio totalCash totalCashPerShare totalDebt totalRevenue \
APA 0.82 234000000 0.692 5999000064 8807000064
trailingPE
APA 5.998216
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 39.220001 | 39.703868 | 46.051746 | 52.399625 | 42.904732 | 3.307398 | 36.289937 | 49.519528 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| APA | 0.999608 | 39.220001 | 204531248.4375 | 0.713933 | 0.304265 | 0.445496 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: ['mul', 'add', False] best inner cv score, sdev (11 folds): 47.13054475691343 47.07658485857801 test cv mean error, stdev (10 folds): 51.40174453680588 47.29853216100208 sell date: 2022-07-15 expected return: 0.14622803593529313 discounted return: 0.005702723250525343 quarter return: 1.6873516584818244
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
['sustainability', Value
2021-3
palmOil False
controversialWeapons False
gambling False
socialScore 8.88
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 71
governanceScore 7.96
environmentPercentile None
animalTesting False
tobacco False
totalEsg 38.81
highestControversy 2
esgPerformance OUT_PERF
coal False
pesticides False
adult False
percentile 82.83
peerGroup Oil & Gas Producers
smallArms False
environmentScore 21.98
governancePercentile None
militaryContract False]
symbol: PPC
sector: Consumer Defensive
Index: SP400
vol_30d_2yr: 17241312.5
Sector 1YMF: 1.4799995422363281
1YMF: 1.4799995422363281
risk trend factor: 0.1778845668897103
beta currentRatio debtToEquity earningsGrowth ebitda \
PPC 0.943738 1.532 134.448 1.805 1548861056
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
PPC 0.09838 10.284345 873572608 0.10458 1365827000
heldPercentInstitutions industry marketCap operatingCashflow \
PPC 0.18281 Packaged Foods 7736222208 697006016
operatingMargins payoutRatio pegRatio priceToBook \
PPC 0.0732 0 0.69 2.809146
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
PPC 0.491363 0.01342 0.724 0.08575
returnOnEquity revenueGrowth revenuePerShare sector \
PPC 0.07645 0.295 64.613 Consumer Defensive
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
PPC 240330000 2.88 725539968 3.019 3755959040
totalRevenue trailingPE
PPC 15744428032 37.128025
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 29.34 | 28.165931 | 31.419048 | 34.672164 | 28.426667 | 2.86898 | 22.688707 | 34.164626 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| PPC | 1.275425 | 29.34 | 17241312.5 | 0.741748 | 0.282386 | 0.556574 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -74.80001831054688 Sector Volume Factor: 1.4135920452708397 Sector Risk Trend Factor: -2.283970024749523 Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: [None, None] best inner cv score, sdev (11 folds): 26.767895785046264 40.455102663471955 test cv mean error, stdev (10 folds): 28.55364077064964 42.01427290782952 sell date: 2022-06-24 expected return: 3.5831703451015226e-06 discounted return: 1.1943886883969412e-06 quarter return: 1.000109889731145
['options', ('2023-01-20',)]
symbol: MRO
sector: Energy
Index: SP500
vol_30d_2yr: 490057840.234375
Sector 1YMF: 1.5699996948242188
1YMF: 1.5699996948242188
risk trend factor: 0.15110678525882204
beta currentRatio debtToEquity dividendRate dividendYield \
MRO 2.766666 1.112 38.48 0.32 0.0119
ebitda ebitdaMargins forwardPE freeCashflow grossMargins \
MRO 3308999936 0.58921 12.704082 1785500032 0.77546
grossProfits heldPercentInstitutions industry marketCap \
MRO 4355000000 0.802 Oil & Gas E&P 19385571328
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
MRO 3239000064 0.20495 0.0769 0.59 1.819776
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
MRO 3.451847 0.16845 1.052 0.04117
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
MRO 0.08905 1.091 7.136 Energy 778537024
shortRatio totalCash totalCashPerShare totalDebt totalRevenue
MRO 0.93 580000000 0.794 4112000000 5616000000
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 24.15 | 25.128986 | 29.471905 | 33.814823 | 26.957624 | 2.372893 | 22.211838 | 31.70341 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MRO | 1.000459 | 24.15 | 490057840.234375 | 0.691969 | 0.80545 | 0.53536 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: ['mul', 'add', False] best inner cv score, sdev (11 folds): 12.69255970413172 12.658414471165557 test cv mean error, stdev (10 folds): 13.816576070874365 12.742113874455876 sell date: 2022-09-16 expected return: 0.2510304982151105 discounted return: 0.002577656807176032 quarter return: 1.2672374715532024
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Capital Surplus 7.221000e+09 7.213000e+09 7.201000e+09
Total Liab 6.308000e+09 6.365000e+09 7.166000e+09
Total Stockholder Equity 1.068600e+10 1.079600e+10 1.063400e+10
Other Current Liab 3.680000e+08 4.960000e+08 5.020000e+08
Total Assets 1.699400e+10 1.716100e+10 1.780000e+10
Common Stock 9.370000e+08 9.370000e+08 9.370000e+08
Other Current Assets 2.200000e+07 2.500000e+07 1.900000e+07
Retained Earnings 7.271000e+09 6.669000e+09 6.524000e+09
Other Liab 6.440000e+08 6.420000e+08 6.650000e+08
Treasury Stock -4.743000e+09 -4.023000e+09 -4.028000e+09
Other Assets 1.100000e+08 1.040000e+08 9.300000e+07
Cash 5.800000e+08 4.850000e+08 9.700000e+08
Total Current Liabilities 1.637000e+09 1.676000e+09 1.575000e+09
Short Long Term Debt 3.900000e+07 3.900000e+07 3.500000e+07
Other Stockholder Equity 8.200000e+07 8.200000e+07 7.700000e+07
Property Plant Equipment 1.458600e+10 1.484300e+10 1.511100e+10
Total Current Assets 1.821000e+09 1.655000e+09 2.075000e+09
Long Term Investments 4.770000e+08 5.590000e+08 5.210000e+08
Net Tangible Assets 1.068600e+10 1.079600e+10 1.063400e+10
Net Receivables 1.142000e+09 1.068000e+09 1.008000e+09
Long Term Debt 3.980000e+09 3.983000e+09 4.882000e+09
Inventory 7.700000e+07 7.700000e+07 7.800000e+07
Accounts Payable 1.110000e+09 1.028000e+09 9.370000e+08
2021-03-31
Capital Surplus 7.195000e+09
Total Liab 7.562000e+09
Total Stockholder Equity 1.067100e+10
Other Current Liab 3.810000e+08
Total Assets 1.823300e+10
Common Stock 9.370000e+08
Other Current Assets 2.600000e+07
Retained Earnings 6.540000e+09
Other Liab 6.950000e+08
Treasury Stock -4.001000e+09
Other Assets 9.600000e+07
Cash 1.125000e+09
Total Current Liabilities 1.899000e+09
Short Long Term Debt 5.010000e+08
Other Stockholder Equity 1.120000e+08
Property Plant Equipment 1.542500e+10
Total Current Assets 2.150000e+09
Long Term Investments 5.620000e+08
Net Tangible Assets 1.067100e+10
Net Receivables 9.210000e+08
Long Term Debt 4.910000e+09
Inventory 7.800000e+07
Accounts Payable 9.180000e+08 ]
['quarterly_cashflow', 2021-12-31 2021-09-30 \
Investments 4.600000e+07 9.000000e+06
Change To Liabilities 1.410000e+08 1.070000e+08
Total Cashflows From Investing Activities -2.820000e+08 -2.650000e+08
Total Cash From Financing Activities -7.690000e+08 -1.036000e+09
Change To Operating Activities -2.000000e+07 -7.000000e+06
Net Income 6.490000e+08 1.840000e+08
Change In Cash 9.500000e+07 -4.850000e+08
Repurchase Of Stock -7.240000e+08 -1.000000e+06
Total Cash From Operating Activities 1.146000e+09 8.160000e+08
Depreciation 4.630000e+08 5.830000e+08
Dividends Paid -4.700000e+07 -3.900000e+07
Change To Account Receivables -7.600000e+07 -6.000000e+07
Other Cashflows From Financing Activities 2.000000e+06 -9.600000e+07
Change To Netincome -1.100000e+07 8.000000e+06
Capital Expenditures -2.740000e+08 -2.890000e+08
Net Borrowings NaN -9.000000e+08
Other Cashflows From Investing Activities NaN 1.000000e+06
Change To Inventory NaN 1.000000e+06
2021-06-30 2021-03-31
Investments 6000000.0 6000000.0
Change To Liabilities 20000000.0 101000000.0
Total Cashflows From Investing Activities -256000000.0 -207000000.0
Total Cash From Financing Activities -554000000.0 -32000000.0
Change To Operating Activities 12000000.0 61000000.0
Net Income 16000000.0 97000000.0
Change In Cash -155000000.0 383000000.0
Repurchase Of Stock -1000000.0 -9000000.0
Total Cash From Operating Activities 655000000.0 622000000.0
Depreciation 600000000.0 512000000.0
Dividends Paid -32000000.0 -23000000.0
Change To Account Receivables -78000000.0 -175000000.0
Other Cashflows From Financing Activities -22000000.0 -22000000.0
Change To Netincome 85000000.0 28000000.0
Capital Expenditures -274000000.0 -209000000.0
Net Borrowings -500000000.0 -500000000.0
Other Cashflows From Investing Activities 1000000.0 -1000000.0
Change To Inventory 1000000.0 -2000000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 1180000000 97000000
2Q2021 1259000000 16000000
3Q2021 1439000000 184000000
4Q2021 1738000000 649000000]
['quarterly_financials', 2021-12-31 2021-09-30 \
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 683000000.0 188000000.0
Minority Interest None None
Net Income 649000000.0 184000000.0
Selling General Administrative 61000000.0 70000000.0
Gross Profit 1393000000.0 1089000000.0
Ebit 755000000.0 254000000.0
Operating Income 755000000.0 254000000.0
Other Operating Expenses 94000000.0 167000000.0
Interest Expense -74000000.0 -57000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 34000000.0 4000000.0
Total Revenue 1738000000.0 1439000000.0
Total Operating Expenses 983000000.0 1185000000.0
Cost Of Revenue 345000000.0 350000000.0
Total Other Income Expense Net -72000000.0 -66000000.0
Discontinued Operations None None
Net Income From Continuing Ops 649000000.0 184000000.0
Net Income Applicable To Common Shares 649000000.0 184000000.0
2021-06-30 2021-03-31
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 26000000.0 107000000.0
Minority Interest None None
Net Income 16000000.0 97000000.0
Selling General Administrative 69000000.0 75000000.0
Gross Profit 966000000.0 907000000.0
Ebit 54000000.0 87000000.0
Operating Income 54000000.0 87000000.0
Other Operating Expenses 240000000.0 227000000.0
Interest Expense -59000000.0 -13000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 10000000.0 10000000.0
Total Revenue 1259000000.0 1180000000.0
Total Operating Expenses 1205000000.0 1093000000.0
Cost Of Revenue 293000000.0 273000000.0
Total Other Income Expense Net -28000000.0 20000000.0
Discontinued Operations None None
Net Income From Continuing Ops 16000000.0 97000000.0
Net Income Applicable To Common Shares 16000000.0 97000000.0 ]
['mutualfund_holders', Holder Shares Date Reported % Out \
0 Vanguard/Windsor II 26018487 2022-01-30 0.0368
1 Select Sector SPDR Fund-Energy Select 22895120 2022-01-30 0.0324
2 Vanguard Total Stock Market Index Fund 22131478 2021-12-30 0.0313
3 Vanguard Small-Cap Index Fund 19611815 2021-12-30 0.0277
4 Vanguard 500 Index Fund 16486851 2021-12-30 0.0233
5 Vanguard Small Cap Value Index Fund 12430773 2021-12-30 0.0176
6 Fidelity Low-Priced Stock Fund 12282677 2022-02-27 0.0174
7 SPDR S&P 500 ETF Trust 8364080 2022-01-30 0.0118
8 Fidelity 500 Index Fund 7972838 2022-02-27 0.0113
9 Invesco Comstock Fd 7808667 2022-01-30 0.0110
Value
0 506579941
1 445767986
2 363398868
3 322026002
4 270714093
5 204113292
6 277097193
7 162848637
8 179867225
9 152034746 ]
['options', ('2022-07-15', '2022-09-16', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 10.01
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile 0
peerCount 66
governanceScore 8.13
environmentPercentile 0
animalTesting False
tobacco False
totalEsg 42.05
highestControversy 2
esgPerformance None
coal False
pesticides False
adult False
percentile 90.8
peerGroup Oil & Gas Producers
smallArms False
environmentScore 23.91
governancePercentile 0
militaryContract False]
symbol: DVN
sector: Energy
Index: SP500
vol_30d_2yr: 237878397.65625
Sector 1YMF: 3.9099979400634766
1YMF: 3.9099979400634766
risk trend factor: 0.14878225091792957
beta currentRatio debtToEquity dividendRate dividendYield \
DVN 2.588475 1.325 71.489 5.08 0.0876
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
DVN 3.625 6653000192 0.4454 6.504833 3098249984
grossMargins grossProfits heldPercentInstitutions industry \
DVN 0.58211 7414000000 0.84994 Oil & Gas E&P
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
DVN 39969599488 6144000000 0.29732 0.4991 0.35
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
DVN 4.302359 2.675879 0.24027 1.188
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
DVN 0.13144 0.4031 0.74 22.47 Energy
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
DVN 660000000 1.41 2459000064 3.726 6744999936
totalRevenue trailingPE
DVN 14936999936 11.3685
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 58.02 | 63.021796 | 72.270498 | 81.519201 | 64.791123 | 6.379249 | 52.032625 | 77.549622 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| DVN | 1.104104 | 58.02 | 237878397.65625 | 0.701688 | 0.92716 | 0.547332 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: ['add', None] best inner cv score, sdev (11 folds): 63.96047087281792 58.72627053824724 test cv mean error, stdev (10 folds): 69.67555297000216 58.60349149219175 sell date: 2022-09-23 expected return: 0.15932019065784372 discounted return: 0.0015739372431027299 quarter return: 1.1556793940394725
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 8.78
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 66
governanceScore 7.86
environmentPercentile None
animalTesting False
tobacco False
totalEsg 34.39
highestControversy 2
esgPerformance OUT_PERF
coal False
pesticides False
adult False
percentile 76.03
peerGroup Oil & Gas Producers
smallArms False
environmentScore 17.75
governancePercentile None
militaryContract False]
symbol: UTHR
sector: Healthcare
Index: SP400
vol_30d_2yr: 8360250.78125
Sector 1YMF: 8.760009765625
1YMF: 8.760009765625
risk trend factor: 0.13940181852529768
beta currentRatio debtToEquity earningsGrowth ebitda ebitdaMargins \
UTHR 0.675 7.608 20.685 0.073 736800000 0.43714
forwardPE freeCashflow grossMargins grossProfits \
UTHR 14.474382 403587488 0.92732 1563000000
heldPercentInstitutions industry marketCap operatingCashflow \
UTHR 0.9712 Biotechnology 10306152448 598200000
operatingMargins payoutRatio pegRatio priceToBook \
UTHR 0.40753 0 5.49 2.69021
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
UTHR 6.114596 0.28229 6.972 0.08776
returnOnEquity revenueGrowth revenuePerShare sector \
UTHR 0.1294 0.079 37.539 Healthcare
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
UTHR 45036500 2.9 1930700032 42.779 818899968
totalRevenue trailingPE
UTHR 1685500032 23.080181
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 219.380005 | 194.589531 | 219.462223 | 244.334915 | 195.494921 | 19.533079 | 156.428764 | 234.561078 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| UTHR | 1.481235 | 219.380005 | 8360250.78125 | 0.878858 | 0.826178 | 0.414478 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -122.20997619628906 Sector Volume Factor: 1.2238851152317325 Sector Risk Trend Factor: -3.3236323632363236 Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: [None, 'add', True] best inner cv score, sdev (11 folds): 531.968301599211 452.06538306240753 test cv mean error, stdev (10 folds): 561.1667761631822 464.1350765775999 sell date: 2022-09-23 expected return: 0.0070243026096433545 discounted return: 7.446816750089624e-05 quarter return: 1.0068743368524853
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Intangible Assets 1.660000e+07 1.670000e+07 1.670000e+07
Capital Surplus 2.245400e+09 2.225500e+09 2.196500e+09
Total Liab 1.210200e+09 1.219200e+09 1.205400e+09
Total Stockholder Equity 3.958900e+09 3.829700e+09 3.639500e+09
Deferred Long Term Liab 6.900000e+06 7.500000e+06 8.100000e+06
Other Current Liab 7.100000e+06 2.600000e+07 2.480000e+07
Total Assets 5.169100e+09 5.048900e+09 4.844900e+09
Common Stock 7.000000e+05 7.000000e+05 7.000000e+05
Other Current Assets 1.004000e+08 7.600000e+07 8.710000e+07
Retained Earnings 4.315000e+09 4.202800e+09 4.040100e+09
Other Liab 8.900000e+07 9.920000e+07 9.400000e+07
Good Will 2.800000e+07 2.800000e+07 2.800000e+07
Treasury Stock -2.602200e+09 -2.599300e+09 -2.597800e+09
Other Assets 3.390000e+08 3.518000e+08 3.574000e+08
Cash 8.948000e+08 9.085000e+08 9.422000e+08
Total Current Liabilities 3.054000e+08 3.200000e+08 3.114000e+08
Deferred Long Term Asset Charges 2.619000e+08 2.739000e+08 2.642000e+08
Other Stockholder Equity -2.300000e+07 -2.010000e+07 -1.860000e+07
Property Plant Equipment 7.809000e+08 7.267000e+08 7.157000e+08
Total Current Assets 2.323600e+09 2.385900e+09 2.317900e+09
Long Term Investments 1.681000e+09 1.539800e+09 1.409200e+09
Net Tangible Assets 3.914300e+09 3.785000e+09 3.594800e+09
Short Term Investments 1.035900e+09 1.091900e+09 1.025300e+09
Net Receivables 1.987000e+08 2.128000e+08 1.734000e+08
Long Term Debt 8.000000e+08 8.000000e+08 8.000000e+08
Inventory 9.380000e+07 9.670000e+07 8.990000e+07
Accounts Payable 3.800000e+06 2.105000e+08 1.898000e+08
2021-03-31
Intangible Assets 1.670000e+07
Capital Surplus 2.173200e+09
Total Liab 1.195600e+09
Total Stockholder Equity 3.445400e+09
Deferred Long Term Liab 8.700000e+06
Other Current Liab 3.030000e+07
Total Assets 4.641000e+09
Common Stock 7.000000e+05
Other Current Assets 4.970000e+07
Retained Earnings 3.867500e+09
Other Liab 9.320000e+07
Good Will 2.800000e+07
Treasury Stock -2.596000e+09
Other Assets 3.500000e+08
Cash 8.323000e+08
Total Current Liabilities 3.024000e+08
Deferred Long Term Asset Charges 2.636000e+08
Other Stockholder Equity -1.680000e+07
Property Plant Equipment 7.137000e+08
Total Current Assets 2.014300e+09
Long Term Investments 1.518300e+09
Net Tangible Assets 3.400700e+09
Short Term Investments 8.990000e+08
Net Receivables 1.411000e+08
Long Term Debt 8.000000e+08
Inventory 9.220000e+07
Accounts Payable 1.650000e+08 ]
['quarterly_cashflow', 2021-12-31 2021-09-30 \
Investments -125200000.0 -220400000.0
Change To Liabilities -34500000.0 19800000.0
Total Cashflows From Investing Activities -195800000.0 -235900000.0
Total Cash From Financing Activities 7500000.0 16600000.0
Change To Operating Activities -12600000.0 -18600000.0
Issuance Of Stock 7700000.0 16800000.0
Net Income 112200000.0 162700000.0
Change In Cash -13700000.0 -33700000.0
Repurchase Of Stock -200000.0 -200000.0
Total Cash From Operating Activities 174600000.0 185600000.0
Depreciation 12600000.0 12400000.0
Change To Inventory -100000.0 -8200000.0
Change To Account Receivables 14100000.0 -39300000.0
Change To Netincome 82900000.0 56800000.0
Capital Expenditures -70600000.0 -23300000.0
Other Cashflows From Investing Activities NaN 7800000.0
2021-06-30 2021-03-31
Investments -24800000.0 4300000.0
Change To Liabilities 27200000.0 -25000000.0
Total Cashflows From Investing Activities -48900000.0 -6300000.0
Total Cash From Financing Activities 10600000.0 10100000.0
Change To Operating Activities -71500000.0 -10200000.0
Issuance Of Stock 10800000.0 20300000.0
Net Income 172600000.0 28300000.0
Change In Cash 109900000.0 93600000.0
Repurchase Of Stock -200000.0 -10200000.0
Total Cash From Operating Activities 148200000.0 89800000.0
Depreciation 12400000.0 12500000.0
Change To Inventory 3000000.0 -2200000.0
Change To Account Receivables -32400000.0 16300000.0
Change To Netincome 36900000.0 70100000.0
Capital Expenditures -16300000.0 -10600000.0
Other Cashflows From Investing Activities -7800000.0 -7800000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 379100000 28300000
2Q2021 446500000 172600000
3Q2021 444700000 162700000
4Q2021 415200000 112200000]
['quarterly_financials', 2021-12-31 2021-09-30 2021-06-30 \
Research Development 82900000.0 79200000.0 74300000.0
Effect Of Accounting Charges None None None
Income Before Tax 140500000.0 204400000.0 216500000.0
Minority Interest None None None
Net Income 112200000.0 162700000.0 172600000.0
Selling General Administrative 128500000.0 109100000.0 112800000.0
Gross Profit 380600000.0 417000000.0 409300000.0
Ebit 169200000.0 228700000.0 222200000.0
Operating Income 169200000.0 228700000.0 222200000.0
Other Operating Expenses None None None
Interest Expense -4700000.0 -4600000.0 -4700000.0
Extraordinary Items None None None
Non Recurring None None None
Other Items None None None
Income Tax Expense 28300000.0 41700000.0 43900000.0
Total Revenue 415200000.0 444700000.0 446500000.0
Total Operating Expenses 246000000.0 216000000.0 224300000.0
Cost Of Revenue 34600000.0 27700000.0 37200000.0
Total Other Income Expense Net -28700000.0 -24300000.0 -5700000.0
Discontinued Operations None None None
Net Income From Continuing Ops 112200000.0 162700000.0 172600000.0
Net Income Applicable To Common Shares 112200000.0 162700000.0 172600000.0
2021-03-31
Research Development 174800000.0
Effect Of Accounting Charges None
Income Before Tax 32500000.0
Minority Interest None
Net Income 28300000.0
Selling General Administrative 115700000.0
Gross Profit 356100000.0
Ebit 65600000.0
Operating Income 65600000.0
Other Operating Expenses None
Interest Expense -4600000.0
Extraordinary Items None
Non Recurring None
Other Items None
Income Tax Expense 4200000.0
Total Revenue 379100000.0
Total Operating Expenses 313500000.0
Cost Of Revenue 23000000.0
Total Other Income Expense Net -33100000.0
Discontinued Operations None
Net Income From Continuing Ops 28300000.0
Net Income Applicable To Common Shares 28300000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 Fidelity Series Intrinsic Opportunities Fund 1375000 2022-02-27
1 Vanguard Total Stock Market Index Fund 1279074 2021-12-30
2 iShares Core S&P Midcap ETF 1250081 2022-01-30
3 Vanguard Small-Cap Index Fund 1014327 2021-12-30
4 Vanguard Small Cap Value Index Fund 719085 2021-12-30
5 Capitol Ser Tr-Fuller & Thaler Behavioral Smal... 622901 2022-03-30
6 Hartford Mid Cap Fund 612105 2022-01-30
7 Vanguard Extended Market Index Fund 595370 2021-12-30
8 Fidelity Select Portfolios - Biotechnology 423409 2022-02-27
9 SPDR S&P Mid Cap 400 ETF Trust 386544 2022-01-30
% Out Value
0 0.0304 228525000
1 0.0282 276382309
2 0.0276 252353851
3 0.0224 219175778
4 0.0159 155379886
5 0.0138 111754668
6 0.0135 123565636
7 0.0131 128647549
8 0.0093 70370575
9 0.0085 78031637 ]
['options', ('2022-08-19',)]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 16.62
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile 0
peerCount 83
governanceScore 7.41
environmentPercentile 0
animalTesting True
tobacco False
totalEsg 25.71
highestControversy 1
esgPerformance None
coal False
pesticides False
adult False
percentile 45.83
peerGroup Pharmaceuticals
smallArms False
environmentScore 1.68
governancePercentile 0
militaryContract False]
symbol: VIVO
sector: Healthcare
Index: SP600
vol_30d_2yr: 11730103.3203125
Sector 1YMF: 0.6100006103515625
1YMF: 0.6100006103515625
risk trend factor: 0.10971235052954659
beta currentRatio debtToEquity earningsGrowth ebitda \
VIVO 0.340686 4.077 16.102 -0.426 100282000
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
VIVO 0.32006 27.102802 33777248 0.60245 201148000
heldPercentInstitutions industry marketCap \
VIVO 1.05634 Diagnostics & Research 1261868288
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
VIVO 77299000 0.26983 0.0 1.06 3.830405
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
VIVO 4.027411 0.1914 2.343 0.11974
returnOnEquity revenueGrowth revenuePerShare sector \
VIVO 0.19218 -0.049 7.229 Healthcare
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
VIVO 43512700 6.49 72729000 1.67 55586000
totalRevenue trailingPE
VIVO 313320000 17.901234
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 28.5 | 25.427799 | 27.012222 | 28.596646 | 26.44746 | 1.162243 | 24.122974 | 28.771947 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VIVO | 0.591657 | 28.5 | 11730103.320312 | 0.878325 | 0.565494 | 0.431737 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -122.20997619628906 Sector Volume Factor: 1.2238851152317325 Sector Risk Trend Factor: -3.3236323632363236 Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: [None, 'add', False] best inner cv score, sdev (11 folds): 13.788280574159307 13.738014667029052 test cv mean error, stdev (10 folds): 15.089252592170117 13.747310526428125 sell date: 2022-09-23 expected return: 0.08928277295053302 discounted return: 0.0009101956065464822 quarter return: 1.0873025561489822
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Intangible Assets 81658000.0 84151000.0 76744000.0
Capital Surplus 148623000.0 147403000.0 146304000.0
Total Liab 113421000.0 121420000.0 124414000.0
Total Stockholder Equity 345219000.0 328302000.0 322156000.0
Other Current Liab 6631000.0 4486000.0 2644000.0
Total Assets 458640000.0 449722000.0 446570000.0
Retained Earnings 196041000.0 180701000.0 174044000.0
Other Liab 9946000.0 10128000.0 32990000.0
Good Will 114713000.0 114668000.0 115315000.0
Treasury Stock 555000.0 198000.0 1808000.0
Other Assets 9899000.0 9096000.0 8468000.0
Cash 72729000.0 49771000.0 70012000.0
Total Current Liabilities 49946000.0 47157000.0 36702000.0
Deferred Long Term Asset Charges 8813000.0 8731000.0 8073000.0
Other Stockholder Equity 555000.0 198000.0 1808000.0
Property Plant Equipment 48717000.0 49000000.0 51064000.0
Total Current Assets 203653000.0 192807000.0 194979000.0
Net Tangible Assets 148848000.0 129483000.0 130097000.0
Net Receivables 44300000.0 53568000.0 42258000.0
Long Term Debt 50000000.0 60203000.0 50245000.0
Inventory 74198000.0 76842000.0 71813000.0
Accounts Payable 16293000.0 11701000.0 13103000.0
2021-03-31
Intangible Assets 78834000.0
Capital Surplus 145338000.0
Total Liab 129696000.0
Total Stockholder Equity 309473000.0
Other Current Liab 13406000.0
Total Assets 439169000.0
Retained Earnings 162375000.0
Other Liab 24577000.0
Good Will 115296000.0
Treasury Stock 1760000.0
Other Assets 8482000.0
Cash 63374000.0
Total Current Liabilities 50310000.0
Deferred Long Term Asset Charges 8017000.0
Other Stockholder Equity 1760000.0
Property Plant Equipment 48263000.0
Total Current Assets 188294000.0
Net Tangible Assets 115343000.0
Net Receivables 44895000.0
Long Term Debt 50254000.0
Inventory 72534000.0
Accounts Payable 16714000.0 ]
['quarterly_cashflow', 2021-12-31 2021-09-30 2021-06-30 \
Change To Liabilities 1018000.0 8598000.0 -2329000.0
Total Cashflows From Investing Activities -1708000.0 -18990000.0 -4452000.0
Net Borrowings -10000000.0 4703000.0 4703000.0
Total Cash From Financing Activities -11087000.0 -15184000.0 87000.0
Change To Operating Activities 200000.0 -1746000.0 -3405000.0
Issuance Of Stock 80000.0 113000.0 87000.0
Net Income 15340000.0 6657000.0 11669000.0
Change In Cash 22958000.0 -20241000.0 6638000.0
Repurchase Of Stock -763000.0 -763000.0 -763000.0
Effect Of Exchange Rate 198000.0 -546000.0 108000.0
Total Cash From Operating Activities 35555000.0 14479000.0 10895000.0
Depreciation 4183000.0 4104000.0 3747000.0
Change To Inventory 2093000.0 4031000.0 354000.0
Change To Account Receivables 9424000.0 -10403000.0 2904000.0
Other Cashflows From Financing Activities -404000.0 -20000000.0 -20000000.0
Change To Netincome 2184000.0 1250000.0 -2426000.0
Capital Expenditures -1708000.0 -1905000.0 -4452000.0
Other Cashflows From Investing Activities NaN 1500000.0 1500000.0
2021-03-31
Change To Liabilities 5903000.0
Total Cashflows From Investing Activities -9869000.0
Net Borrowings -8824000.0
Total Cash From Financing Activities -5972000.0
Change To Operating Activities -1242000.0
Issuance Of Stock 2852000.0
Net Income 26302000.0
Change In Cash 181000.0
Repurchase Of Stock -763000.0
Effect Of Exchange Rate -348000.0
Total Cash From Operating Activities 16370000.0
Depreciation 3706000.0
Change To Inventory -6244000.0
Change To Account Receivables -3491000.0
Other Cashflows From Financing Activities -20000000.0
Change To Netincome -1834000.0
Capital Expenditures -9869000.0
Other Cashflows From Investing Activities 1500000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 85264000 26302000
2Q2021 63511000 11669000
3Q2021 76204000 6657000
4Q2021 88341000 15340000]
['quarterly_financials', 2021-12-31 2021-09-30 2021-06-30 \
Research Development 6194000.0 6112000.0 6083000.0
Effect Of Accounting Charges None None None
Income Before Tax 19751000.0 7856000.0 15295000.0
Minority Interest None None None
Net Income 15340000.0 6657000.0 11669000.0
Selling General Administrative 22401000.0 19724000.0 18173000.0
Gross Profit 49159000.0 44717000.0 37111000.0
Ebit 20564000.0 18881000.0 12855000.0
Operating Income 20564000.0 18881000.0 12855000.0
Other Operating Expenses None None None
Interest Expense -372000.0 -443000.0 -444000.0
Extraordinary Items None None None
Non Recurring None None None
Other Items None None None
Income Tax Expense 4411000.0 1199000.0 3626000.0
Total Revenue 88341000.0 76204000.0 63511000.0
Total Operating Expenses 67777000.0 57323000.0 50656000.0
Cost Of Revenue 39182000.0 31487000.0 26400000.0
Total Other Income Expense Net -813000.0 -11025000.0 2440000.0
Discontinued Operations None None None
Net Income From Continuing Ops 15340000.0 6657000.0 11669000.0
Net Income Applicable To Common Shares 15340000.0 6657000.0 11669000.0
2021-03-31
Research Development 6065000.0
Effect Of Accounting Charges None
Income Before Tax 33052000.0
Minority Interest None
Net Income 26302000.0
Selling General Administrative 19465000.0
Gross Profit 57772000.0
Ebit 32242000.0
Operating Income 32242000.0
Other Operating Expenses None
Interest Expense -472000.0
Extraordinary Items None
Non Recurring None
Other Items None
Income Tax Expense 6750000.0
Total Revenue 85264000.0
Total Operating Expenses 53022000.0
Cost Of Revenue 27492000.0
Total Other Income Expense Net 810000.0
Discontinued Operations None
Net Income From Continuing Ops 26302000.0
Net Income Applicable To Common Shares 26302000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 iShares Core S&P Smallcap ETF 3045012 2022-01-30
1 Vanguard Total Stock Market Index Fund 1218909 2021-12-30
2 Harbor Small Cap Value Fund 1201935 2022-01-30
3 Vanguard Small-Cap Index Fund 1113802 2021-12-30
4 iShares Russell 2000 ETF 974817 2022-01-30
5 Royce Premier Fund 819804 2021-12-30
6 Vanguard Small Cap Value Index Fund 692500 2021-12-30
7 Vanguard Extended Market Index Fund 594785 2021-12-30
8 Pennsylvania Mutual Fund Inc 505743 2021-12-30
9 Capitol Ser Tr-Fuller & Thaler Behavioral Smal... 430303 2022-03-30
% Out Value
0 0.0699 63488500
1 0.0280 24865743
2 0.0276 25060344
3 0.0256 22721560
4 0.0224 20324934
5 0.0188 16724001
6 0.0159 14127000
7 0.0136 12133614
8 0.0116 10317157
9 0.0099 11170665 ]
['options', ('2022-07-15',)]
symbol: ROCC
sector: Energy
Index: SP600
vol_30d_2yr: 11962556.0546875
Sector 1YMF: 2.549999237060547
1YMF: 2.549999237060547
risk trend factor: 0.10821588524114191
beta currentRatio debtToEquity ebitda ebitdaMargins forwardPE \
ROCC 2.866152 0.497 80.978 323780000 0.45632 3.112757
freeCashflow grossMargins grossProfits heldPercentInstitutions \
ROCC 111158752 0.9232 508729000 0.83058
industry marketCap operatingCashflow operatingMargins payoutRatio \
ROCC Oil & Gas E&P 800399808 390172992 0.23271 0
pegRatio priceToBook priceToSalesTrailing12Months profitMargins \
ROCC 0.13 2.546801 1.128053 0.06175
quickRatio returnOnAssets returnOnEquity revenueGrowth revenuePerShare \
ROCC 0.404 0.08139 0.19205 1.903 39.08
sector sharesOutstanding shortRatio totalCash totalCashPerShare \
ROCC Energy 21163400 2.3 6358000 0.3
totalDebt totalRevenue trailingPE
ROCC 525808992 709540992 16.0731
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 37.82 | 32.048974 | 43.306825 | 54.564677 | 37.893968 | 5.380754 | 27.132461 | 48.655476 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| ROCC | 1.213679 | 37.82 | 11962556.054688 | 0.666102 | 0.594188 | 0.577777 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: ['mul', 'add', False] best inner cv score, sdev (11 folds): 73.68165710134777 104.52540968608746 test cv mean error, stdev (10 folds): 78.01204671122699 108.682301709411 sell date: 2022-08-05 expected return: 0.08807474617027115 discounted return: 0.0018775347340991289 quarter return: 1.188356478413086
['options', ('2022-07-15', '2022-12-16')]
symbol: COP
sector: Energy
Index: SP500
vol_30d_2yr: 189274208.203125
Sector 1YMF: 3.6199951171875
1YMF: 3.6199951171875
risk trend factor: 0.1025203790799483
beta currentRatio debtToEquity dividendRate dividendYield \
COP 1.420588 1.335 45.371 1.92 0.0187
ebitda ebitdaMargins forwardPE freeCashflow grossMargins \
COP 20018999296 0.42904 12.728205 10509124608 0.49156
grossProfits heldPercentInstitutions industry marketCap \
COP 22936000000 0.80521 Oil & Gas E&P 130945359872
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
COP 16995999744 0.27435 0.2348 0.54 2.968278
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
COP 2.806373 0.17315 1.094 0.10439
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
COP 0.21471 1.771 35.237 Energy 1318950016
shortRatio totalCash totalCashPerShare totalDebt totalRevenue \
COP 1.79 6591000064 5.072 20600999936 46660001792
trailingPE
COP 26.92704
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 93.739998 | 99.652102 | 112.199365 | 124.746628 | 104.044331 | 7.61028 | 88.82377 | 119.264892 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| COP | 0.95084 | 93.739998 | 189274208.203125 | 0.685759 | 0.80861 | 0.48132 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: ['mul', 'mul', False] best inner cv score, sdev (11 folds): 145.49388261770284 142.16777836233962 test cv mean error, stdev (10 folds): 159.0590347405473 142.1573870850255 sell date: 2022-09-23 expected return: 0.2061373413575409 discounted return: 0.001995850484111994 quarter return: 1.201337177154807
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Capital Surplus 6.058100e+10 6.043100e+10 6.033700e+10
Total Liab 4.525500e+10 4.318900e+10 4.112700e+10
Total Stockholder Equity 4.540600e+10 4.411500e+10 4.427600e+10
Other Current Liab 4.390000e+09 3.763000e+09 2.094000e+09
Total Assets 9.066100e+10 8.730400e+10 8.540300e+10
Common Stock 2.100000e+07 2.100000e+07 2.100000e+07
Other Current Assets 1.348000e+09 1.696000e+09 7.800000e+08
Retained Earnings 4.067400e+10 3.830700e+10 3.711600e+10
Other Liab 1.402100e+10 1.399200e+10 1.417200e+10
Treasury Stock -5.587000e+10 -5.464400e+10 -5.319800e+10
Other Assets 2.036000e+09 2.376000e+09 2.501000e+09
Cash 5.028000e+09 9.833000e+09 6.608000e+09
Total Current Liabilities 1.202100e+10 1.044900e+10 8.150000e+09
Short Long Term Debt 9.200000e+08 9.200000e+08 1.205000e+09
Other Stockholder Equity -4.950000e+09 -5.123000e+09 -4.920000e+09
Property Plant Equipment 6.556000e+10 5.668900e+10 5.771700e+10
Total Current Assets 1.605000e+10 2.018100e+10 1.717200e+10
Long Term Investments 7.015000e+09 8.058000e+09 8.013000e+09
Net Tangible Assets 4.540600e+10 4.411500e+10 4.427600e+10
Short Term Investments 1.563000e+09 2.094000e+09 4.053000e+09
Net Receivables 6.670000e+09 5.465000e+09 4.524000e+09
Long Term Debt 1.775300e+10 1.789500e+10 1.793000e+10
Inventory 1.208000e+09 1.043000e+09 1.138000e+09
Accounts Payable 5.025000e+09 4.131000e+09 3.613000e+09
2021-03-31
Capital Surplus 6.027800e+10
Total Liab 4.053800e+10
Total Stockholder Equity 4.315500e+10
Other Current Liab 1.180000e+09
Total Assets 8.369300e+10
Common Stock 2.100000e+07
Other Current Assets 3.260000e+08
Retained Earnings 3.560800e+10
Other Liab 1.401600e+10
Treasury Stock -5.275200e+10
Other Assets 2.523000e+09
Cash 2.831000e+09
Total Current Liabilities 7.184000e+09
Short Long Term Debt 6.890000e+08
Other Stockholder Equity -5.080000e+09
Property Plant Equipment 5.827000e+10
Total Current Assets 1.461400e+10
Long Term Investments 8.286000e+09
Net Tangible Assets 4.315500e+10
Short Term Investments 5.668000e+09
Net Receivables 4.481000e+09
Long Term Debt 1.846500e+10
Inventory 1.098000e+09
Accounts Payable 3.779000e+09 ]
['quarterly_cashflow', 2021-12-31 2021-09-30 \
Investments 2.450000e+08 1.544000e+09
Change To Liabilities 7.170000e+08 3.590000e+08
Total Cashflows From Investing Activities -8.595000e+09 5.320000e+08
Net Borrowings -1.420000e+08 -3.190000e+08
Total Cash From Financing Activities -2.031000e+09 -2.086000e+09
Change To Operating Activities 1.510000e+08 -4.120000e+08
Issuance Of Stock 1.180000e+08 2.700000e+07
Net Income 2.627000e+09 2.379000e+09
Change In Cash -4.789000e+09 3.231000e+09
Repurchase Of Stock -1.399000e+09 -1.243000e+09
Effect Of Exchange Rate -3.100000e+07 -1.200000e+07
Total Cash From Operating Activities 5.868000e+09 4.797000e+09
Depreciation 1.792000e+09 1.672000e+09
Other Cashflows From Investing Activities 5.280000e+08 -3.420000e+08
Dividends Paid -6.090000e+08 -5.790000e+08
Change To Inventory -1.470000e+08 7.600000e+07
Change To Account Receivables -8.810000e+08 -8.250000e+08
Other Cashflows From Financing Activities 1.000000e+06 2.800000e+07
Change To Netincome 1.076000e+09 4.400000e+07
Capital Expenditures -1.557000e+09 -1.302000e+09
2021-06-30 2021-03-31
Investments 1.801000e+09 -4.990000e+08
Change To Liabilities -1.010000e+08 4.240000e+08
Total Cashflows From Investing Activities 7.340000e+08 -1.215000e+09
Net Borrowings -1.800000e+07 -2.600000e+07
Total Cash From Financing Activities -1.203000e+09 -1.015000e+09
Change To Operating Activities -3.450000e+08 -4.300000e+07
Issuance Of Stock 2.700000e+07 2.700000e+07
Net Income 2.091000e+09 9.820000e+08
Change In Cash 3.793000e+09 -1.520000e+08
Repurchase Of Stock -6.060000e+08 -3.750000e+08
Effect Of Exchange Rate 1.100000e+07 -2.000000e+06
Total Cash From Operating Activities 4.251000e+09 2.080000e+09
Depreciation 1.868000e+09 1.886000e+09
Other Cashflows From Investing Activities 2.100000e+07 1.190000e+08
Dividends Paid -5.830000e+08 -5.880000e+08
Change To Inventory -3.800000e+07 -5.100000e+07
Change To Account Receivables -9.000000e+06 -7.850000e+08
Other Cashflows From Financing Activities 4.000000e+06 -2.600000e+07
Change To Netincome 8.100000e+07 -7.730000e+08
Capital Expenditures -1.248000e+09 -1.217000e+09 ]
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 9948000000 982000000
2Q2021 9695000000 2091000000
3Q2021 11565000000 2379000000
4Q2021 15452000000 2627000000]
['quarterly_financials', 2021-12-31 2021-09-30 \
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 4336000000.0 3582000000.0
Minority Interest None None
Net Income 2627000000.0 2379000000.0
Selling General Administrative 176000000.0 144000000.0
Gross Profit 7429000000.0 5997000000.0
Ebit 4802000000.0 3659000000.0
Operating Income 4802000000.0 3659000000.0
Other Operating Expenses 534000000.0 457000000.0
Interest Expense -219000000.0 -219000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 1709000000.0 1203000000.0
Total Revenue 15452000000.0 11565000000.0
Total Operating Expenses 10650000000.0 7906000000.0
Cost Of Revenue 8023000000.0 5568000000.0
Total Other Income Expense Net -466000000.0 -77000000.0
Discontinued Operations None None
Net Income From Continuing Ops 2627000000.0 2379000000.0
Net Income Applicable To Common Shares 2627000000.0 2379000000.0
2021-06-30 2021-03-31
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 3080000000.0 1714000000.0
Minority Interest None None
Net Income 2091000000.0 982000000.0
Selling General Administrative 156000000.0 274000000.0
Gross Profit 5318000000.0 4138000000.0
Ebit 2793000000.0 1483000000.0
Operating Income 2793000000.0 1483000000.0
Other Operating Expenses 445000000.0 415000000.0
Interest Expense -220000000.0 -226000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 989000000.0 732000000.0
Total Revenue 9695000000.0 9948000000.0
Total Operating Expenses 6902000000.0 8465000000.0
Cost Of Revenue 4377000000.0 5810000000.0
Total Other Income Expense Net 287000000.0 231000000.0
Discontinued Operations None None
Net Income From Continuing Ops 2091000000.0 982000000.0
Net Income Applicable To Common Shares 2091000000.0 982000000.0 ]
['mutualfund_holders', Holder Shares Date Reported % Out \
0 Vanguard Total Stock Market Index Fund 37482675 2021-12-30 0.0290
1 Vanguard 500 Index Fund 27932470 2021-12-30 0.0216
2 Select Sector SPDR Fund-Energy Select 17578768 2022-01-30 0.0136
3 JP Morgan Equity Income Fund 17507721 2021-12-30 0.0135
4 American Mutual Fund Inc 14946383 2022-01-30 0.0116
5 Dodge & Cox Stock Fund 14316858 2021-12-30 0.0111
6 Washington Mutual Investors Fund 14216422 2022-01-30 0.0110
7 SPDR S&P 500 ETF Trust 14014015 2022-01-30 0.0108
8 Fidelity 500 Index Fund 13507069 2022-02-27 0.0104
9 iShares Core S&P 500 ETF 10969668 2022-01-30 0.0085
Value
0 2705499481
1 2016165684
2 1557830420
3 1263707301
4 1324548461
5 1033390810
6 1259859317
7 1241922009
8 1281280565
9 972131978 ]
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 9.71
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile 0
peerCount 66
governanceScore 7.68
environmentPercentile 0
animalTesting False
tobacco False
totalEsg 34.92
highestControversy 2
esgPerformance LEAD_PERF
coal False
pesticides False
adult False
percentile 77.49
peerGroup Oil & Gas Producers
smallArms False
environmentScore 17.53
governancePercentile 0
militaryContract False]
symbol: OXY
sector: Energy
Index: SP500
vol_30d_2yr: 498984476.953125
Sector 1YMF: 2.1100006103515625
1YMF: 2.1100006103515625
risk trend factor: 0.0937361355002032
beta currentRatio debtToEquity dividendRate dividendYield \
OXY 1.955081 1.156 111.198 0.52 0.0093
ebitda ebitdaMargins forwardPE freeCashflow grossMargins \
OXY 15392000000 0.53054 7.040145 9129875456 0.64697
grossProfits heldPercentInstitutions industry marketCap \
OXY 16297000000 0.82341 Oil & Gas E&P 54235242496
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
OXY 12762999808 0.25255 0.0242 0.24 3.581064
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
OXY 1.869407 0.25314 0.844 0.05964
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
OXY 0.34101 0.577 30.999 Energy 937190976
shortRatio totalCash totalCashPerShare totalDebt totalRevenue \
OXY 2.02 1908999936 2.037 27696001024 29012000768
trailingPE
OXY 8.651517
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 55.68 | 56.839295 | 65.607143 | 74.374991 | 61.382222 | 4.693201 | 51.995819 | 70.768625 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| OXY | 1.190976 | 55.68 | 498984476.953125 | 0.71978 | 0.690434 | 0.542013 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: ['add', 'add', False] best inner cv score, sdev (11 folds): 67.2199335142564 59.73887069816516 test cv mean error, stdev (10 folds): 72.47517004458985 60.18150322358262 sell date: 2022-09-23 expected return: 0.2292195081205397 discounted return: 0.002197937694615515 quarter return: 1.223833775092663
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 12.04
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 66
governanceScore 6.88
environmentPercentile None
animalTesting False
tobacco False
totalEsg 43.53
highestControversy 2
esgPerformance LEAD_PERF
coal False
pesticides False
adult False
percentile 92.95
peerGroup Oil & Gas Producers
smallArms False
environmentScore 24.61
governancePercentile None
militaryContract False]
symbol: MGPI
sector: error
sector: error
Index: SP600
vol_30d_2yr: 2319158.7890625
Sector 1YMF: 1.1299972534179688
1YMF: 1.1299972534179688
risk trend factor: 0.07424422882968507
Empty DataFrame
Columns: []
Index: [MGPI]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 93.139999 | 89.504506 | 94.30381 | 99.103114 | 92.664127 | 3.996399 | 84.671329 | 100.656925 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MGPI | 1.204144 | 93.139999 | 2319158.789062 | 0.847493 | 0.649088 | 0.471114 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: [None, 'mul', False] best inner cv score, sdev (11 folds): 108.84843917416453 108.3305118279445 test cv mean error, stdev (10 folds): 117.69849398570712 109.76106597578858 sell date: 2022-09-23 expected return: 0.11175280862635055 discounted return: 0.0011276339901349353 quarter return: 1.109249742723615
symbol: MTDR
sector: Energy
Index: SP400
vol_30d_2yr: 48684538.4765625
Sector 1YMF: 0.3000030517578125
1YMF: 0.3000030517578125
risk trend factor: 0.01246895603489608
beta currentRatio debtToEquity dividendRate dividendYield \
MTDR 3.830762 0.997 64.833 0.2 0.0039
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
MTDR 2.392 1377725952 0.67726 5.462322 29532376
grossMargins grossProfits heldPercentInstitutions industry \
MTDR 0.85318 1462239000 0.94287 Oil & Gas E&P
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
MTDR 6336224768 1212914048 0.49636 0.0245 0.52
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
MTDR 2.9893 3.114766 0.35956 0.801
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
MTDR 0.15195 0.40598 0.966 17.345 Energy
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
MTDR 118125000 5.18 63001000 0.533 1515442944
totalRevenue trailingPE
MTDR 2034253952 8.754692
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 51.200001 | 48.705794 | 59.342064 | 69.978334 | 55.037619 | 5.24577 | 44.546078 | 65.52916 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MTDR | 0.702256 | 51.200001 | 48684538.476562 | 0.730363 | 0.888435 | 0.461062 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: ['mul', None] best inner cv score, sdev (11 folds): 50.844243106539096 41.03142415184708 test cv mean error, stdev (10 folds): 55.75034244572739 39.8392759564478 sell date: 2022-09-23 expected return: 0.17499017086465554 discounted return: 0.0017170019621004506 quarter return: 1.1709656182178443
['options', ('2022-07-15', '2023-01-20')]
symbol: CIVI
sector: Energy
Index: SP600
vol_30d_2yr: 11280458.3984375
Sector 1YMF: -4.769992828369141
1YMF: -4.769992828369141
risk trend factor: -0.16120284517848887
beta currentRatio debtToEquity dividendRate dividendYield ebitda \
CIVI 1.69646 0.505 11.399 1.85 0.0308 910931008
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
CIVI 0.54408 4.294441 855249152 0.79951 731177000
heldPercentInstitutions industry marketCap operatingCashflow \
CIVI 1.04414 Oil & Gas E&P 5316416512 764176000
operatingMargins payoutRatio pegRatio priceToBook \
CIVI 0.26443 0.2792 0.33 1.146034
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
CIVI 3.175374 0.16167 0.477 0.06714
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
CIVI 0.09524 10.028 31.498 Energy 84967504
shortRatio totalCash totalCashPerShare totalDebt totalRevenue \
CIVI 6.11 154348992 1.817 528631008 1674264960
trailingPE
CIVI 12.464144
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 60.080002 | 60.574303 | 74.092381 | 87.610459 | 65.567778 | 7.658155 | 50.251469 | 80.884087 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| CIVI | 1.757641 | 60.080002 | 11280458.398438 | 0.651117 | 0.000393 | 0.470352 |
ADFuller H0 rejected @ .05, Mean Reverting TS
Month Mean Reverting buy signal
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: ['mul', 'add', True] best inner cv score, sdev (11 folds): 57.0752795091749 43.09794821567233 test cv mean error, stdev (10 folds): 61.65999123044746 42.56713626878016 sell date: 2022-09-09 expected return: 0.06949281581118608 discounted return: 0.0008401593886389058 quarter return: 1.080325313530109
['options', ('2022-07-15', '2022-12-16')]
symbol: AZO
sector: Consumer Cyclical
Index: SP500
vol_30d_2yr: 4250866.015625
Sector 1YMF: -99.27978515625
1YMF: -99.27978515625
risk trend factor: -0.18868743102283064
beta currentRatio earningsGrowth ebitda ebitdaMargins \
AZO 0.920588 0.768 0.494 3649718016 0.23391
forwardPE freeCashflow grossMargins grossProfits heldPercentInstitutions \
AZO 17.398287 2616325632 0.5251 7717785000 0.95098
industry marketCap operatingCashflow operatingMargins \
AZO Specialty Retail 41931575296 3618441984 0.2068
payoutRatio pegRatio priceToSalesTrailing12Months profitMargins \
AZO 0 1.23 2.687377 0.15439
quickRatio returnOnAssets revenueGrowth revenuePerShare \
AZO 0.089 0.14284 0.158 737.93
sector sharesOutstanding shortRatio totalCash \
AZO Consumer Cyclical 20634400 2.33 280276992
totalCashPerShare totalDebt totalRevenue trailingPE
AZO 14.121 8751360000 15603160064 19.812223
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 1992.550049 | 1816.773252 | 2002.902222 | 2189.031191 | 2042.225716 | 100.990553 | 1840.24461 | 2244.206822 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| AZO | 1.078463 | 1992.550049 | 4250866.015625 | 0.768227 | 0.970995 | 0.404903 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -359.96002197265625 Sector Volume Factor: 1.2928194874233667 Sector Risk Trend Factor: -4.72140697901556 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: ['add', 'add', True] best inner cv score, sdev (11 folds): 63137.29941524688 88854.70061714803 test cv mean error, stdev (10 folds): 68455.06438637295 91507.47459855951 sell date: 2022-09-16 expected return: 0.07854761293953862 discounted return: 0.0008695195745704876 quarter return: 1.0832448658542837
['quarterly_balance_sheet', 2022-02-12 2021-11-20 2021-08-28 \
Capital Surplus 1.266015e+09 1.499557e+09 1.465669e+09
Total Liab 1.721595e+10 1.658570e+10 1.631374e+10
Total Stockholder Equity -3.137477e+09 -2.124750e+09 -1.797536e+09
Other Current Liab 7.522000e+07 1.867520e+08 2.462660e+08
Total Assets 1.407847e+10 1.446095e+10 1.451620e+10
Common Stock 2.060000e+05 2.310000e+05 2.300000e+05
Other Current Assets 1.866860e+08 1.849670e+08 1.797560e+08
Retained Earnings -2.730731e+09 1.354060e+08 -4.198290e+08
Other Liab 1.048866e+09 1.101864e+09 8.551970e+08
Good Will 3.026450e+08 3.026450e+08 3.026450e+08
Treasury Stock -1.672967e+09 -3.759944e+09 -2.843606e+09
Other Assets 1.690910e+08 1.724980e+08 1.547370e+08
Cash 2.394230e+08 9.611250e+08 1.171335e+09
Total Current Liabilities 7.684645e+09 8.087893e+09 7.369754e+09
Deferred Long Term Asset Charges 4.073000e+07 4.016400e+07 4.104300e+07
Other Stockholder Equity -3.101630e+08 -3.243270e+08 -3.079860e+08
Property Plant Equipment 7.622850e+09 7.575494e+09 7.575603e+09
Total Current Assets 5.903770e+09 6.349146e+09 6.415303e+09
Long Term Investments 8.011700e+07 6.116600e+07 6.791100e+07
Net Tangible Assets -3.440122e+09 -2.427395e+09 -2.100181e+09
Short Term Investments 4.085400e+07 5.552000e+07 4.600700e+07
Net Receivables 4.055850e+08 3.792760e+08 3.783920e+08
Long Term Debt 5.840884e+09 4.771266e+09 5.269820e+09
Inventory 5.031222e+09 4.768258e+09 4.639813e+09
Accounts Payable 6.378606e+09 6.171344e+09 6.013924e+09
Short Long Term Debt NaN 5.000000e+08 NaN
2021-05-08
Capital Surplus 1.381982e+09
Total Liab 1.590134e+10
Total Stockholder Equity -1.763392e+09
Other Current Liab 9.426800e+07
Total Assets 1.413795e+10
Common Stock 2.290000e+05
Other Current Assets 1.730250e+08
Retained Earnings -1.205600e+09
Other Liab 1.025687e+09
Good Will 3.026450e+08
Treasury Stock -1.940003e+09
Other Assets 1.570380e+08
Cash 9.756460e+08
Total Current Liabilities 7.013249e+09
Deferred Long Term Asset Charges 3.036600e+07
Other Stockholder Equity -3.043820e+08
Property Plant Equipment 7.377995e+09
Total Current Assets 6.224396e+09
Long Term Investments 7.587200e+07
Net Tangible Assets -2.066037e+09
Short Term Investments 5.057900e+07
Net Receivables 3.596690e+08
Long Term Debt 5.267896e+09
Inventory 4.665477e+09
Accounts Payable 5.778222e+09
Short Long Term Debt NaN ]
['quarterly_cashflow', 2022-02-12 2021-11-20 \
Investments -2.606300e+07 -3317000.0
Change To Liabilities 1.895650e+08 89268000.0
Total Cashflows From Investing Activities -1.203520e+08 -90961000.0
Net Borrowings 5.506870e+08 -13687000.0
Total Cash From Financing Activities -9.639540e+08 -895946000.0
Change To Operating Activities -6.434300e+07 29960000.0
Issuance Of Stock 4.535700e+07 21100000.0
Net Income 4.717550e+08 555235000.0
Change In Cash -7.217020e+08 -210210000.0
Repurchase Of Stock -1.559998e+09 -899997000.0
Effect Of Exchange Rate 7.880000e+05 -1233000.0
Total Cash From Operating Activities 3.618160e+08 777930000.0
Depreciation 9.969200e+07 99590000.0
Change To Inventory -2.564710e+08 -136988000.0
Change To Account Receivables -2.580900e+07 -1576000.0
Change To Netincome 3.933000e+07 32391000.0
Capital Expenditures -1.058740e+08 -102269000.0
Other Cashflows From Financing Activities NaN -3362000.0
2021-08-28 2021-05-08
Investments -2.580200e+07 3.616000e+06
Change To Liabilities 3.948540e+08 4.185180e+08
Total Cashflows From Investing Activities -2.431150e+08 -1.302590e+08
Net Borrowings -1.500900e+07 -2.657680e+08
Total Cash From Financing Activities -8.491750e+08 -1.110353e+09
Change To Operating Activities -1.403000e+07 -1.428200e+07
Issuance Of Stock 6.583300e+07 5.541400e+07
Net Income 7.857710e+08 5.961640e+08
Change In Cash 1.956890e+08 -5.051800e+07
Repurchase Of Stock -8.999990e+08 -8.999990e+08
Effect Of Exchange Rate -2.170000e+05 -4.060000e+05
Total Cash From Operating Activities 1.288196e+09 1.190500e+09
Depreciation 1.296390e+08 9.401700e+07
Change To Inventory 2.375400e+07 6.727100e+07
Change To Account Receivables -1.937400e+07 -7.656000e+06
Change To Netincome -2.242800e+07 2.170200e+07
Capital Expenditures -2.461140e+08 -1.350580e+08
Other Cashflows From Financing Activities -3.362000e+06 -3.362000e+06 ]
['quarterly_earnings', Revenue Earnings
Quarter
2Q2021 3651023000 596164000
3Q2021 4913484000 785771000
4Q2021 3668904000 555235000
1Q2022 3369750000 471755000]
['quarterly_financials', 2022-02-12 2021-11-20 \
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 584289000.0 711201000.0
Minority Interest None None
Net Income 471755000.0 555235000.0
Selling General Administrative 1158466000.0 1170675000.0
Gross Profit 1785226000.0 1925160000.0
Ebit 626760000.0 754485000.0
Operating Income 626760000.0 754485000.0
Other Operating Expenses None None
Interest Expense -42471000.0 -43284000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 112534000.0 155966000.0
Total Revenue 3369750000.0 3668904000.0
Total Operating Expenses 2742990000.0 2914419000.0
Cost Of Revenue 1584524000.0 1743744000.0
Total Other Income Expense Net -42471000.0 -43284000.0
Discontinued Operations None None
Net Income From Continuing Ops 471755000.0 555235000.0
Net Income Applicable To Common Shares 471755000.0 555235000.0
2021-08-28 2021-05-08
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 985910000.0 758479000.0
Minority Interest None None
Net Income 785771000.0 596164000.0
Selling General Administrative 1526809000.0 1111441000.0
Gross Profit 2567839000.0 1914946000.0
Ebit 1041030000.0 803505000.0
Operating Income 1041030000.0 803505000.0
Other Operating Expenses None None
Interest Expense -63537000.0 -45026000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 200139000.0 162315000.0
Total Revenue 4913484000.0 3651023000.0
Total Operating Expenses 3872454000.0 2847518000.0
Cost Of Revenue 2345645000.0 1736077000.0
Total Other Income Expense Net -55120000.0 -45026000.0
Discontinued Operations None None
Net Income From Continuing Ops 785771000.0 596164000.0
Net Income Applicable To Common Shares 785771000.0 596164000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 Vanguard Total Stock Market Index Fund 595909 2021-12-30
1 Fidelity Low-Priced Stock Fund 556308 2022-02-27
2 Vanguard 500 Index Fund 444098 2021-12-30
3 JP Morgan Large Cap Growth Fund 340914 2021-12-30
4 Vanguard Mid-Cap Index Fund 237061 2021-12-30
5 SPDR S&P 500 ETF Trust 222942 2022-01-30
6 Fidelity 500 Index Fund 214729 2022-02-27
7 John Hancock Fds III-Disciplined Value Mid Cap Fd 191852 2021-12-30
8 iShares Core S&P 500 ETF 174421 2022-01-30
9 Vanguard Growth Index Fund 166427 2021-12-30
% Out Value
0 0.0300 1249257668
1 0.0280 1036618764
2 0.0224 931002606
3 0.0172 714688700
4 0.0119 496972309
5 0.0112 442840841
6 0.0108 400123871
7 0.0097 402196614
8 0.0088 346461153
9 0.0084 348895898 ]
['options', ('2022-09-16', '2022-12-16')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 7.17
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile 0
peerCount 57
governanceScore 4.12
environmentPercentile 0
animalTesting False
tobacco False
totalEsg 11.34
highestControversy 2
esgPerformance LAG_PERF
coal False
pesticides False
adult False
percentile 3.53
peerGroup Retailing
smallArms False
environmentScore 0.05
governancePercentile 0
militaryContract False]
symbol: MUSA
sector: Consumer Cyclical
Index: SP400
vol_30d_2yr: 5753261.328125
Sector 1YMF: -10.839996337890625
1YMF: -10.839996337890625
risk trend factor: -0.23987606577725132
beta currentRatio debtToEquity dividendRate dividendYield \
MUSA 1.005392 1.137 277.763 1.24 0.0051
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
MUSA 0.958 828000000 0.05405 20.8 406662496
grossMargins grossProfits heldPercentInstitutions industry \
MUSA 0.0695 1064700000 0.85711 Specialty Retail
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
MUSA 5758241792 737400000 0.04001 0.0569 3.41
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
MUSA 6.981385 0.375894 0.02591 0.669
returnOnAssets returnOnEquity revenueGrowth revenuePerShare \
MUSA 0.11377 0.49884 0.766 584.464
sector sharesOutstanding shortRatio totalCash \
MUSA Consumer Cyclical 25633200 4.85 256400000
totalCashPerShare totalDebt totalRevenue trailingPE
MUSA 10.325 2242099968 15318800384 17.544518
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 219.949997 | 223.738215 | 240.378096 | 257.017977 | 230.259682 | 18.979918 | 192.299846 | 268.219518 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MUSA | 1.334565 | 219.949997 | 5753261.328125 | 0.722226 | 0.983263 | 0.407464 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -359.96002197265625 Sector Volume Factor: 1.2928194874233667 Sector Risk Trend Factor: -4.72140697901556 Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: [None, 'add', False] best inner cv score, sdev (11 folds): 715.3258063056979 661.0824664053292 test cv mean error, stdev (10 folds): 648.0064669201531 656.4161850798687 sell date: 2022-09-23 expected return: 0.09831618072052735 discounted return: 0.0009981388968265392 quarter return: 1.0961269148506856
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Intangible Assets 1.407000e+08 1.411000e+08 1.412000e+08
Capital Surplus 5.348000e+08 5.305000e+08 5.284000e+08
Total Liab 3.241000e+09 3.269500e+09 3.228200e+09
Total Stockholder Equity 8.072000e+08 8.248000e+08 7.579000e+08
Other Current Liab 3.200000e+07 8.600000e+06 1.200000e+07
Total Assets 4.048200e+09 4.094300e+09 3.986100e+09
Common Stock 5.000000e+05 5.000000e+05 5.000000e+05
Other Current Assets 6.000000e+05 9.000000e+05 8.000000e+05
Retained Earnings 2.112400e+09 2.011000e+09 1.913600e+09
Other Liab 3.567000e+08 3.494000e+08 3.535000e+08
Good Will 3.280000e+08 3.291000e+08 3.291000e+08
Treasury Stock -1.840500e+09 -1.717200e+09 -1.684600e+09
Other Assets 1.410000e+07 1.340000e+07 1.290000e+07
Cash 2.564000e+08 3.013000e+08 1.650000e+08
Total Current Liabilities 6.753000e+08 7.189000e+08 6.964000e+08
Short Long Term Debt 4.000000e+06 4.000000e+06 4.000000e+06
Other Stockholder Equity -1.200000e+06 -1.300000e+06 -1.500000e+06
Property Plant Equipment 2.797600e+09 2.784100e+09 2.738200e+09
Total Current Assets 7.678000e+08 8.266000e+08 7.647000e+08
Net Tangible Assets 3.385000e+08 3.546000e+08 2.876000e+08
Net Receivables 1.957000e+08 2.084000e+08 2.602000e+08
Long Term Debt 1.669500e+09 1.669600e+09 1.669600e+09
Inventory 2.923000e+08 2.893000e+08 3.117000e+08
Accounts Payable 3.925000e+08 6.783000e+08 6.533000e+08
2021-03-31
Intangible Assets 1.413000e+08
Capital Surplus 5.256000e+08
Total Liab 3.200000e+09
Total Stockholder Equity 7.806000e+08
Other Current Liab 2.340000e+07
Total Assets 3.980600e+09
Common Stock 5.000000e+05
Other Current Assets 9.000000e+05
Retained Earnings 1.791500e+09
Other Liab 3.459000e+08
Good Will 3.364000e+08
Treasury Stock -1.537000e+09
Other Assets 1.250000e+07
Cash 3.041000e+08
Total Current Liabilities 6.750000e+08
Short Long Term Debt 3.000000e+06
Other Stockholder Equity -1.700000e+06
Property Plant Equipment 2.697000e+09
Total Current Assets 7.934000e+08
Net Tangible Assets 3.029000e+08
Net Receivables 1.821000e+08
Long Term Debt 1.669600e+09
Inventory 2.830000e+08
Accounts Payable 6.214000e+08 ]
['quarterly_cashflow', 2021-12-31 2021-09-30 \
Change To Liabilities -34100000.0 22900000.0
Total Cashflows From Investing Activities -60500000.0 -75400000.0
Net Borrowings -3800000.0 -3600000.0
Total Cash From Financing Activities -134800000.0 -44500000.0
Change To Operating Activities 4500000.0 4500000.0
Net Income 108800000.0 104000000.0
Change In Cash -44900000.0 136300000.0
Repurchase Of Stock -123500000.0 -33200000.0
Total Cash From Operating Activities 150400000.0 256200000.0
Depreciation 55700000.0 53800000.0
Other Cashflows From Investing Activities 200000.0 -800000.0
Dividends Paid -7400000.0 -6400000.0
Change To Inventory -3900000.0 23300000.0
Change To Account Receivables 12600000.0 51900000.0
Other Cashflows From Financing Activities -100000.0 -1300000.0
Change To Netincome 15300000.0 3500000.0
Capital Expenditures -63100000.0 -74800000.0
2021-06-30 2021-03-31
Change To Liabilities 32500000.0 81600000.0
Total Cashflows From Investing Activities -82000000.0 -696300000.0
Net Borrowings -2500000.0 678400000.0
Total Cash From Financing Activities -158100000.0 607000000.0
Change To Operating Activities -4800000.0 -3300000.0
Net Income 128800000.0 55300000.0
Change In Cash -139100000.0 140500000.0
Repurchase Of Stock -148300000.0 -50000000.0
Total Cash From Operating Activities 101000000.0 229800000.0
Depreciation 54000000.0 51600000.0
Other Cashflows From Investing Activities -300000.0 -900000.0
Dividends Paid -6700000.0 -6800000.0
Change To Inventory -28800000.0 20500000.0
Change To Account Receivables -78100000.0 -5300000.0
Other Cashflows From Financing Activities -600000.0 -14600000.0
Change To Netincome 8900000.0 14900000.0
Capital Expenditures -83200000.0 -53600000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 3067500000 55300000
2Q2021 3931600000 128800000
3Q2021 4079500000 104000000
4Q2021 4240200000 108800000]
['quarterly_financials', 2021-12-31 2021-09-30 \
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 140900000.0 137700000.0
Minority Interest None None
Net Income 108800000.0 104000000.0
Selling General Administrative 65300000.0 58800000.0
Gross Profit 281500000.0 271300000.0
Ebit 160500000.0 158700000.0
Operating Income 160500000.0 158700000.0
Other Operating Expenses 600000.0 600000.0
Interest Expense -20200000.0 -20500000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 32100000.0 33700000.0
Total Revenue 4240200000.0 4079500000.0
Total Operating Expenses 4079700000.0 3920800000.0
Cost Of Revenue 3958700000.0 3808200000.0
Total Other Income Expense Net -19600000.0 -21000000.0
Discontinued Operations None None
Net Income From Continuing Ops 108800000.0 104000000.0
Net Income Applicable To Common Shares 108800000.0 104000000.0
2021-06-30 2021-03-31
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 170000000.0 73300000.0
Minority Interest None None
Net Income 128800000.0 55300000.0
Selling General Administrative 59400000.0 53200000.0
Gross Profit 303900000.0 208000000.0
Ebit 190500000.0 103200000.0
Operating Income 190500000.0 103200000.0
Other Operating Expenses 700000.0 600000.0
Interest Expense -20400000.0 -21300000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 41200000.0 18000000.0
Total Revenue 3931600000.0 3067500000.0
Total Operating Expenses 3741100000.0 2964300000.0
Cost Of Revenue 3627700000.0 2859500000.0
Total Other Income Expense Net -20500000.0 -29900000.0
Discontinued Operations None None
Net Income From Continuing Ops 128800000.0 55300000.0
Net Income Applicable To Common Shares 128800000.0 55300000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 Vanguard Total Stock Market Index Fund 692307 2021-12-30
1 iShares Core S&P Midcap ETF 653145 2022-01-30
2 Vanguard Small-Cap Index Fund 612444 2021-12-30
3 iShares Russell 2000 ETF 550694 2022-01-30
4 JP Morgan Value Advantage Fund 460219 2021-12-30
5 Capitol Ser Tr-Fuller & Thaler Behavioral Smal... 405977 2022-03-30
6 Vanguard Small Cap Value Index Fund 388794 2021-12-30
7 Victory Portfolios-Sycamore Small Company Oppo... 350000 2022-01-30
8 Vanguard Extended Market Index Fund 307708 2021-12-30
9 SPDR S&P Mid Cap 400 ETF Trust 202377 2022-01-30
% Out Value
0 0.0286 137935246
1 0.0270 128447495
2 0.0253 122023342
3 0.0228 108299482
4 0.0190 91694033
5 0.0168 81179160
6 0.0161 77463316
7 0.0145 68831000
8 0.0127 61307741
9 0.0084 39799460 ]
['options', ('2022-07-15', '2022-11-18')]
symbol: UFCS
sector: error
sector: error
Index: SP600
vol_30d_2yr: 1723938.8671875
Sector 1YMF: -1.0800018310546875
1YMF: -1.0800018310546875
risk trend factor: -0.24161108190588027
Empty DataFrame
Columns: []
Index: [UFCS]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 32.57 | 29.682972 | 31.6 | 33.517028 | 30.725873 | 1.016477 | 28.69292 | 32.758826 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| UFCS | 1.187165 | 32.57 | 1723938.867188 | 0.782015 | 0.585692 | 0.498098 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: [None, 'mul', True] best inner cv score, sdev (11 folds): 13.341413763268706 9.201685358755636 test cv mean error, stdev (10 folds): 14.539987946812818 8.79407392523654 sell date: 2022-09-23 expected return: 0.004270590798796844 discounted return: 4.533610962176304e-05 quarter return: 1.0041795375476605
['options', ('2022-08-19',)]
symbol: CVBF
sector: Financial Services
Index: SP600
vol_30d_2yr: 12635628.7109375
Sector 1YMF: -0.7200050354003906
1YMF: -0.7200050354003906
risk trend factor: -0.30769443950852354
beta dividendRate dividendYield earningsGrowth ebitdaMargins \
CVBF 0.377941 0.72 0.0305 -0.34 0
forwardPE grossMargins grossProfits heldPercentInstitutions \
CVBF 17.342657 0 483535000 0.72487
industry marketCap operatingMargins payoutRatio pegRatio \
CVBF Banks—Regional 3360945408 0.60509 0.5143 1.53
priceToBook priceToSalesTrailing12Months profitMargins returnOnAssets \
CVBF 1.628365 7.12847 0.41187 0.01199
returnOnEquity revenueGrowth revenuePerShare sector \
CVBF 0.09482 -0.091 3.428 Financial Services
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
CVBF 135522000 3.87 1659897984 11.72 598908992
totalRevenue trailingPE
CVBF 471481984 15.696201
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 24.129999 | 23.52193 | 24.381429 | 25.240927 | 23.736508 | 0.654089 | 22.428329 | 25.044686 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| CVBF | 1.598852 | 24.129999 | 12635628.710938 | 0.887047 | 0.313254 | 0.312157 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -72.2699966430664 Sector Volume Factor: 1.2707168073107045 Sector Risk Trend Factor: -4.617890709055871 Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: [None, 'mul', True] best inner cv score, sdev (11 folds): 3.1465213215891263 2.1783852199708105 test cv mean error, stdev (10 folds): 3.349576521481265 2.1831979398171715 sell date: 2022-09-23 expected return: 0.00014301552370514677 discounted return: 1.5213341142406023e-06 quarter return: 1.0001399724272713
['quarterly_balance_sheet', 2022-03-31 2021-12-31 2021-09-30 \
Intangible Assets 2.731000e+07 2.539400e+07 2.728600e+07
Total Liab 1.546409e+10 1.380219e+10 1.413768e+10
Total Stockholder Equity 2.075043e+09 2.081503e+09 2.063920e+09
Total Assets 1.753914e+10 1.588370e+10 1.620160e+10
Common Stock 2.221305e+09 1.209903e+09 1.208569e+09
Other Liab 1.194280e+08 9.571600e+07 8.888300e+07
Good Will 7.658220e+08 6.637070e+08 6.637070e+08
Treasury Stock -1.462620e+08 -3.968000e+06 3.078000e+06
Other Assets 9.004589e+09 8.111415e+09 8.115782e+09
Cash 1.653039e+09 1.732548e+09 2.561363e+09
Total Current Liabilities 1.534467e+10 1.369213e+10 1.402944e+10
Other Stockholder Equity -1.462620e+08 -3.968000e+06 3.078000e+06
Property Plant Equipment 5.343500e+07 6.837000e+07 6.921500e+07
Total Current Assets 1.659898e+09 1.822471e+09 2.671922e+09
Long Term Investments 6.028083e+09 5.192340e+09 4.653686e+09
Net Tangible Assets 1.281911e+09 1.392402e+09 1.372927e+09
Short Term Investments 6.859000e+06 2.599900e+07 2.726000e+07
Accounts Payable 1.474576e+10 1.302678e+10 1.335197e+10
Other Current Assets NaN 3.420400e+07 3.025300e+07
Retained Earnings NaN 8.755680e+08 8.522730e+08
Deferred Long Term Asset Charges NaN 2.500100e+07 NaN
Net Receivables NaN 7.602000e+06 3.687000e+07
2021-06-30
Intangible Assets 2.930000e+07
Total Liab 1.348421e+10
Total Stockholder Equity 2.055074e+09
Total Assets 1.553929e+10
Common Stock 1.214882e+09
Other Liab 8.605700e+07
Good Will 6.637070e+08
Treasury Stock 1.325100e+07
Other Assets 8.337049e+09
Cash 2.331865e+09
Total Current Liabilities 1.337953e+10
Other Stockholder Equity 1.325100e+07
Property Plant Equipment 7.021800e+07
Total Current Assets 2.452381e+09
Long Term Investments 3.986633e+09
Net Tangible Assets 1.362067e+09
Short Term Investments 2.625800e+07
Accounts Payable 1.277949e+10
Other Current Assets 3.512400e+07
Retained Earnings 8.269410e+08
Deferred Long Term Asset Charges NaN
Net Receivables 4.071000e+07 ]
['quarterly_cashflow', 2022-03-31 2021-12-31 \
Net Income 45560000.0 47696000.0
Change To Liabilities 0.0 0.0
Investments NaN -862160000.0
Total Cashflows From Investing Activities NaN -894601000.0
Net Borrowings NaN -14910000.0
Total Cash From Financing Activities NaN 7124000.0
Change To Operating Activities NaN 2916000.0
Issuance Of Stock NaN 291000.0
Change In Cash NaN -828815000.0
Repurchase Of Stock NaN -91000.0
Total Cash From Operating Activities NaN 58662000.0
Depreciation NaN 717000.0
Other Cashflows From Investing Activities NaN 1293000.0
Dividends Paid NaN -24392000.0
Other Cashflows From Financing Activities NaN 46226000.0
Change To Netincome NaN 7333000.0
Capital Expenditures NaN -2399000.0
2021-09-30 2021-06-30
Net Income 49753000.0 51179000.0
Change To Liabilities 0.0 0.0
Investments -378753000.0 -38963000.0
Total Cashflows From Investing Activities -146757000.0 175741000.0
Net Borrowings 81372000.0 41087000.0
Total Cash From Financing Activities 310374000.0 607064000.0
Change To Operating Activities 15390000.0 -29432000.0
Issuance Of Stock 22000.0 73000.0
Change In Cash 229498000.0 806566000.0
Repurchase Of Stock -7712000.0 -32000.0
Total Cash From Operating Activities 65881000.0 23761000.0
Depreciation -2305000.0 -1312000.0
Other Cashflows From Investing Activities 1293000.0 -18941000.0
Dividends Paid -24467000.0 -24466000.0
Other Cashflows From Financing Activities 261159000.0 590402000.0
Change To Netincome 3043000.0 3326000.0
Capital Expenditures 21000.0 -1637000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
2Q2021 121724000 51179000
3Q2021 117782000 49753000
4Q2021 110880000 47696000
1Q2022 121096000 45560000]
['quarterly_financials', 2022-03-31 2021-12-31 2021-09-30 \
Research Development None None None
Effect Of Accounting Charges None None None
Income Before Tax 63366000.0 66800000.0 69683000.0
Minority Interest None None None
Net Income 45560000.0 47696000.0 49753000.0
Selling General Administrative 45525000.0 40640000.0 40366000.0
Gross Profit 121096000.0 110880000.0 117782000.0
Ebit 0.0 0.0 0.0
Operating Income 70494000.0 64945000.0 72506000.0
Other Operating Expenses 5077000.0 5295000.0 4910000.0
Interest Expense None None None
Extraordinary Items None None None
Non Recurring None None None
Other Items None None None
Income Tax Expense 17806000.0 19104000.0 19930000.0
Total Revenue 121096000.0 110880000.0 117782000.0
Total Operating Expenses 50602000.0 45935000.0 45276000.0
Cost Of Revenue 0.0 0.0 0.0
Total Other Income Expense Net -7128000.0 1855000.0 -2823000.0
Discontinued Operations None None None
Net Income From Continuing Ops 45560000.0 47696000.0 49753000.0
Net Income Applicable To Common Shares 45560000.0 47499000.0 49526000.0
2021-06-30
Research Development None
Effect Of Accounting Charges None
Income Before Tax 71679000.0
Minority Interest None
Net Income 51179000.0
Selling General Administrative 40489000.0
Gross Profit 121724000.0
Ebit 0.0
Operating Income 77346000.0
Other Operating Expenses 3889000.0
Interest Expense None
Extraordinary Items None
Non Recurring None
Other Items None
Income Tax Expense 20500000.0
Total Revenue 121724000.0
Total Operating Expenses 44378000.0
Cost Of Revenue 0.0
Total Other Income Expense Net -5667000.0
Discontinued Operations None
Net Income From Continuing Ops 51179000.0
Net Income Applicable To Common Shares 50942000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 iShares Core S&P Smallcap ETF 8960862 2022-01-30
1 Neuberger & Berman Genesis Fund 3665105 2022-02-27
2 Vanguard Total Stock Market Index Fund 3663017 2021-12-30
3 Vanguard Small-Cap Index Fund 3240182 2021-12-30
4 iShares Russell 2000 ETF 3000907 2022-01-30
5 iShares S&P Smallcap 600 Value ETF 2118512 2022-01-30
6 Vanguard Small Cap Value Index Fund 2055670 2021-12-30
7 Allspring Special Small Cap Value Fund 1855074 2022-02-27
8 Vanguard Extended Market Index Fund 1718314 2021-12-30
9 Advisors Inner Circle Fund II-Champlain Small ... 1500000 2021-12-30
% Out Value
0 0.0635 197407789
1 0.0260 86423175
2 0.0260 78425193
3 0.0230 69372296
4 0.0213 66109981
5 0.0150 46670819
6 0.0146 44011894
7 0.0132 43742644
8 0.0122 36789102
9 0.0106 32115000 ]
symbol: EOG
sector: Energy
Index: SP500
vol_30d_2yr: 97142371.875
Sector 1YMF: -13.280006408691406
1YMF: -13.280006408691406
risk trend factor: -0.3089810463346336
beta currentRatio debtToEquity dividendRate dividendYield \
EOG 1.658348 1.354 24.707 3 0.0269
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
EOG -0.422 9639999488 0.42867 7.694572 3687624960
grossMargins grossProfits heldPercentInstitutions industry \
EOG 0.67685 13034000000 0.89124 Oil & Gas E&P
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
EOG 68909137920 7749000192 0.25347 0.265 0.57
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
EOG 3.198836 3.064263 0.19464 1.153
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
EOG 0.09594 0.20694 0.667 38.672 Energy
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
EOG 585713024 1.67 4008999936 6.845 5321999872
totalRevenue trailingPE
EOG 22488000512 15.697132
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 111.669998 | 115.8097 | 133.177117 | 150.544535 | 123.426847 | 8.610863 | 106.205121 | 140.648573 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| EOG | 0.966433 | 111.669998 | 97142371.875 | 0.688961 | 0.620184 | 0.481502 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: [None, None] best inner cv score, sdev (11 folds): 252.47715488882207 189.7097259594941 test cv mean error, stdev (10 folds): 274.7142654638688 184.79550368446084 sell date: 2022-06-24 expected return: 2.406129058025341e-05 discounted return: 8.020365867000834e-06 quarter return: 1.0007381429943254
['options', ('2022-07-15', '2023-01-20', '2024-01-19', '2026-03-20')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 8.13
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 66
governanceScore 7.73
environmentPercentile None
animalTesting False
tobacco False
totalEsg 36.25
highestControversy 1
esgPerformance OUT_PERF
coal False
pesticides False
adult False
percentile 81.37
peerGroup Oil & Gas Producers
smallArms False
environmentScore 20.39
governancePercentile None
militaryContract False]
symbol: CYTK
sector: Healthcare
Index: SP600
vol_30d_2yr: 23676993.75
Sector 1YMF: -4.1999969482421875
1YMF: -4.1999969482421875
risk trend factor: -0.3733330620659722
beta currentRatio debtToEquity ebitda ebitdaMargins forwardPE \
CYTK 1.22366 9.328 279.088 -220479008 0 -9.596244
freeCashflow grossMargins grossProfits heldPercentInstitutions \
CYTK -149753248 -1.68057 -89510000 1.14096
industry marketCap operatingCashflow operatingMargins \
CYTK Biotechnology 3501462016 -139814000 -3.43789
payoutRatio pegRatio priceToBook priceToSalesTrailing12Months \
CYTK 0 -0.6 30.080944 53.84545
profitMargins quickRatio returnOnAssets returnOnEquity revenueGrowth \
CYTK 0 9.201 -0.19497 -2.79897 -0.825
revenuePerShare sector sharesOutstanding shortRatio totalCash \
CYTK 0.809 Healthcare 85652200 9.63 608974016
totalCashPerShare totalDebt totalRevenue
CYTK 7.11 324471008 65028000
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 40.580002 | 37.816359 | 39.913492 | 42.010626 | 39.092064 | 2.21228 | 34.667503 | 43.516624 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| CYTK | 0.618546 | 40.580002 | 23676993.75 | 0.779452 | 0.984005 | 0.353422 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -122.20997619628906 Sector Volume Factor: 1.2238851152317325 Sector Risk Trend Factor: -3.3236323632363236 Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: [None, 'mul', True] best inner cv score, sdev (11 folds): 24.198114096778138 21.54399713821928 test cv mean error, stdev (10 folds): 25.432198910013973 22.22173663129422 sell date: 2022-09-23 expected return: -0.001545210977896332 discounted return: -1.6450992847194534e-05 quarter return: 0.9984876409779567
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
symbol: ULTA
sector: Consumer Cyclical
Index: SP500
vol_30d_2yr: 17968125.78125
Sector 1YMF: -40.080047607421875
1YMF: -40.080047607421875
risk trend factor: -0.40616171652986643
beta currentRatio debtToEquity earningsGrowth ebitda \
ULTA 1.65196 1.464 120.281 0.789 1561005056
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
ULTA 0.18086 22.416761 763609024 0.43536 3757531000
heldPercentInstitutions industry marketCap operatingCashflow \
ULTA 0.92322 Specialty Retail 21716271104 1059265024
operatingMargins payoutRatio pegRatio priceToBook \
ULTA 0.14987 0 0.46 10.940372
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
ULTA 2.51611 0.11422 0.427 0.16407
returnOnEquity revenueGrowth revenuePerShare sector \
ULTA 0.55777 0.241 158.417 Consumer Cyclical
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
ULTA 54120200 1.74 431560000 8.247 1846755968
totalRevenue trailingPE
ULTA 8630889472 25.71685
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 395.829987 | 334.79461 | 392.247617 | 449.700624 | 397.276032 | 20.780001 | 355.716031 | 438.836034 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| ULTA | 1.308411 | 395.829987 | 17968125.78125 | 0.830576 | 0.517356 | 0.398236 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -359.96002197265625 Sector Volume Factor: 1.2928194874233667 Sector Risk Trend Factor: -4.72140697901556 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: [None, None] best inner cv score, sdev (11 folds): 2384.3378388856313 3651.6916832915776 test cv mean error, stdev (10 folds): 2511.0624246859807 3806.7948510123306 sell date: 2022-06-24 expected return: 0.0018819646540376282 discounted return: 0.0006269284299538214 quarter return: 1.0593540581813732
['quarterly_balance_sheet', 2022-01-29 2021-10-30 2021-07-31 \
Intangible Assets 1.538000e+06 1.770000e+06 2.001000e+06
Capital Surplus 9.349450e+08 9.158140e+08 8.892060e+08
Total Liab 3.229006e+09 3.300967e+09 3.074772e+09
Total Stockholder Equity 1.535373e+09 1.986800e+09 1.879813e+09
Deferred Long Term Liab 2.259600e+07 NaN NaN
Other Current Liab 3.663650e+08 2.726280e+08 3.093070e+08
Total Assets 4.764379e+09 5.287767e+09 4.954585e+09
Common Stock 5.300000e+05 5.490000e+05 5.510000e+05
Other Current Assets 5.909000e+06 3.750100e+07 1.854400e+07
Retained Earnings 6.533760e+08 1.123749e+09 1.034831e+09
Other Liab 9.835800e+07 1.109300e+08 1.077000e+08
Good Will 1.087000e+07 1.087000e+07 1.087000e+07
Treasury Stock -5.347800e+07 -5.331200e+07 -4.477500e+07
Other Assets 7.138500e+07 6.542100e+07 6.396100e+07
Cash 4.315600e+08 6.050530e+08 7.701440e+08
Total Current Liabilities 1.558010e+09 1.624116e+09 1.381533e+09
Property Plant Equipment 2.396732e+09 2.373198e+09 2.379673e+09
Total Current Assets 2.281183e+09 2.833693e+09 2.494934e+09
Long Term Investments 2.671000e+06 2.815000e+06 3.146000e+06
Net Tangible Assets 1.522965e+09 1.974160e+09 1.866942e+09
Net Receivables 2.336820e+08 1.692120e+08 1.544160e+08
Inventory 1.499218e+09 1.916343e+09 1.443685e+09
Accounts Payable 5.527300e+08 7.474510e+08 5.352570e+08
2021-05-01
Intangible Assets 2.233000e+06
Capital Surplus 8.613120e+08
Total Liab 3.242827e+09
Total Stockholder Equity 1.844717e+09
Deferred Long Term Liab NaN
Other Current Liab 4.278950e+08
Total Assets 5.087544e+09
Common Stock 5.580000e+05
Other Current Assets NaN
Retained Earnings 1.027414e+09
Other Liab 1.067550e+08
Good Will 1.087000e+07
Treasury Stock -4.456700e+07
Other Assets 5.938200e+07
Cash 9.474560e+08
Total Current Liabilities 1.522763e+09
Property Plant Equipment 2.448056e+09
Total Current Assets 2.563756e+09
Long Term Investments 3.247000e+06
Net Tangible Assets 1.831614e+09
Net Receivables 1.543420e+08
Inventory 1.353565e+09
Accounts Payable 5.528370e+08 ]
['quarterly_cashflow', 2022-01-29 2021-10-30 \
Investments -4297000.0 -4297000.0
Change To Liabilities -118997000.0 213910000.0
Total Cashflows From Investing Activities -68066000.0 -51113000.0
Total Cash From Financing Activities -749835000.0 -127422000.0
Change To Operating Activities -40398000.0 -66507000.0
Issuance Of Stock 10089000.0 7489000.0
Net Income 289366000.0 215289000.0
Change In Cash -173493000.0 -165091000.0
Repurchase Of Stock -759924000.0 -134911000.0
Total Cash From Operating Activities 644408000.0 13444000.0
Depreciation 62800000.0 65157000.0
Change To Inventory 417125000.0 -472658000.0
Change To Account Receivables -64470000.0 -14796000.0
Change To Netincome 53681000.0 92002000.0
Capital Expenditures -63769000.0 -51113000.0
Effect Of Exchange Rate NaN NaN
2021-07-31 2021-05-01
Investments -4297000.0 -4297000.0
Change To Liabilities -21848000.0 72287000.0
Total Cashflows From Investing Activities -22742000.0 -34563000.0
Total Cash From Financing Activities -225916000.0 -394043000.0
Change To Operating Activities -81403000.0 -48028000.0
Issuance Of Stock 17776000.0 5032000.0
Net Income 250893000.0 230289000.0
Change In Cash -177312000.0 -98595000.0
Repurchase Of Stock -243692000.0 -399075000.0
Total Cash From Operating Activities 71346000.0 330067000.0
Depreciation 68978000.0 70599000.0
Change To Inventory -90120000.0 -185350000.0
Change To Account Receivables -74000.0 38767000.0
Change To Netincome 77425000.0 80072000.0
Capital Expenditures -22742000.0 -34563000.0
Effect Of Exchange Rate NaN -56000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
2Q2021 1938519000 230289000
3Q2021 1967207000 250893000
4Q2021 1995775000 215289000
1Q2022 2729388000 289366000]
['quarterly_financials', 2022-01-29 2021-10-30 \
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 375155000.0 283826000.0
Minority Interest None None
Net Income 289366000.0 215289000.0
Selling General Administrative 1038945000.0 504037000.0
Gross Profit 1416306000.0 789474000.0
Ebit 375622000.0 283605000.0
Operating Income 375622000.0 283605000.0
Other Operating Expenses None None
Interest Expense -467000.0 -413000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 85789000.0 68537000.0
Total Revenue 2729388000.0 1995775000.0
Total Operating Expenses 2353766000.0 1712170000.0
Cost Of Revenue 1313082000.0 1206301000.0
Total Other Income Expense Net -467000.0 221000.0
Discontinued Operations None None
Net Income From Continuing Ops 289366000.0 215289000.0
Net Income Applicable To Common Shares 289366000.0 215289000.0
2021-07-31 2021-05-01
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 331882000.0 304966000.0
Minority Interest None None
Net Income 250893000.0 230289000.0
Selling General Administrative 465347000.0 446214000.0
Gross Profit 797963000.0 753788000.0
Ebit 331259000.0 302985000.0
Operating Income 331259000.0 302985000.0
Other Operating Expenses None None
Interest Expense -425000.0 -358000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 80989000.0 74677000.0
Total Revenue 1967207000.0 1938519000.0
Total Operating Expenses 1635948000.0 1635534000.0
Cost Of Revenue 1169244000.0 1184731000.0
Total Other Income Expense Net 623000.0 1981000.0
Discontinued Operations None None
Net Income From Continuing Ops 250893000.0 230289000.0
Net Income Applicable To Common Shares 250893000.0 230289000.0 ]
['mutualfund_holders', Holder Shares Date Reported % Out \
0 Vanguard Total Stock Market Index Fund 1544846 2021-12-30 0.0296
1 Vanguard Mid-Cap Index Fund 1229135 2021-12-30 0.0235
2 Vanguard 500 Index Fund 1151274 2021-12-30 0.0220
3 SPDR S&P 500 ETF Trust 580910 2022-01-30 0.0111
4 Legg Mason Clearbridge Large Cap Growth Fd 569422 2022-02-27 0.0109
5 Fidelity 500 Index Fund 556669 2022-02-27 0.0107
6 Eaton Vance Atlanta Capital SMID-Cap Fd 537510 2021-12-30 0.0103
7 MFS Mid Cap Growth Fund 463397 2022-02-27 0.0089
8 iShares Core S&P 500 ETF 447715 2022-01-30 0.0086
9 Vanguard Growth Index Fund 431505 2021-12-30 0.0083
Value
0 637001799
1 506821525
2 474716321
3 211300203
4 213248539
5 208472540
6 221636873
7 173542176
8 162851854
9 177926771 ]
['options', ('2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 7.23
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile 0
peerCount 57
governanceScore 5.01
environmentPercentile 0
animalTesting False
tobacco False
totalEsg 16.07
highestControversy 2
esgPerformance LAG_PERF
coal False
pesticides False
adult False
percentile 12.44
peerGroup Retailing
smallArms False
environmentScore 3.83
governancePercentile 0
militaryContract False]
symbol: EQT
sector: Energy
Index: SP400
vol_30d_2yr: 138427084.1796875
Sector 1YMF: -6.420003890991211
1YMF: -6.420003890991211
risk trend factor: -0.4065866699651676
beta currentRatio debtToEquity dividendRate dividendYield \
EQT 0.947822 0.398 61.543 0.5 0.013
ebitda ebitdaMargins forwardPE freeCashflow grossMargins \
EQT -1089323008 -0.13465 5.869218 2408109568 0.734
grossProfits heldPercentInstitutions industry marketCap \
EQT 4672261000 0.96148 Oil & Gas E&P 13598924800
operatingCashflow operatingMargins pegRatio priceToBook \
EQT 2283751936 -0.3565 0.23 1.658629
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
EQT 1.680979 -0.32564 0.162 -0.09046
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
EQT -0.3018 1.206 23.313 Energy 369536000
shortRatio totalCash totalCashPerShare totalDebt totalRevenue
EQT 2.55 16913000 0.046 5050277888 8089885184
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 35.939999 | 37.757538 | 45.406984 | 53.05643 | 40.584762 | 5.367299 | 29.850164 | 51.31936 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| EQT | 1.286201 | 35.939999 | 138427084.179688 | 0.637252 | 0.584446 | 0.494719 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: ['add', 'add', False] best inner cv score, sdev (11 folds): 30.03174851094026 49.88330858570821 test cv mean error, stdev (10 folds): 32.88875485041887 51.452814793162084 sell date: 2022-07-22 expected return: 0.16419553707542073 discounted return: 0.004916249238700265 quarter return: 1.5701745055098832
['options', ('2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 10.21
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 66
governanceScore 7.64
environmentPercentile None
animalTesting False
tobacco False
totalEsg 37.38
highestControversy 1
esgPerformance OUT_PERF
coal False
pesticides False
adult False
percentile 83.58
peerGroup Oil & Gas Producers
smallArms False
environmentScore 19.53
governancePercentile None
militaryContract False]
symbol: PTEN
sector: Energy
Index: SP600
vol_30d_2yr: 69871969.140625
Sector 1YMF: -2.760000228881836
1YMF: -2.760000228881836
risk trend factor: -0.41071430345376264
beta debtToEquity dividendRate dividendYield ebitda \
PTEN 2.627941 54.509 0.16 0.0106 276845504
ebitdaMargins forwardPE grossMargins grossProfits \
PTEN 0.17031 -20.246914 0.21108 275133000
heldPercentInstitutions industry marketCap operatingMargins \
PTEN 0.95024 Oil & Gas Drilling 3527836672 -0.18594
pegRatio priceToBook priceToSalesTrailing12Months profitMargins \
PTEN 2.03 1.796669 2.170273 -0.3549
revenueGrowth revenuePerShare sector sharesOutstanding shortRatio \
PTEN 1.114 8.05 Energy 215112000 2.94
totalCash totalCashPerShare totalDebt totalRevenue
PTEN 117524000 0.546 877321984 1625527040
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 15.24 | 15.042063 | 17.914127 | 20.786191 | 16.707143 | 1.496207 | 13.714728 | 19.699558 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| PTEN | 1.071603 | 15.24 | 69871969.140625 | 0.70854 | 0.193969 | 0.465514 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: ['mul', 'mul', True] best inner cv score, sdev (11 folds): 5.1905371059767305 4.645520582620765 test cv mean error, stdev (10 folds): 5.6024699947924015 4.676791397185186 sell date: 2022-08-26 expected return: 0.35442623689479164 discounted return: 0.0046072159340382335 quarter return: 1.5263670556924753
['quarterly_balance_sheet', 2022-03-31 2021-12-31 2021-09-30 \
Total Stockholder Equity 1.609487e+09 1.609487e+09 1.725645e+09
Net Tangible Assets 1.601950e+09 1.601950e+09 1.704593e+09
Intangible Assets NaN 7.537000e+06 2.105200e+07
Capital Surplus NaN 3.171536e+09 2.919090e+09
Total Liab NaN 1.348361e+09 1.291818e+09
Other Current Liab NaN 6.839800e+07 7.884000e+06
Total Assets NaN 2.957848e+09 3.017463e+09
Common Stock NaN 2.993000e+06 2.729000e+06
Other Current Assets NaN 6.762000e+07 5.407400e+07
Retained Earnings NaN -1.983160e+08 1.678600e+08
Other Liab NaN 4.207700e+07 3.506700e+07
Treasury Stock NaN -1.366726e+09 -1.364034e+09
Other Assets NaN 1.587900e+07 1.277800e+07
Cash NaN 1.175240e+08 1.912840e+08
Total Current Liabilities NaN 4.358530e+08 3.388490e+08
Deferred Long Term Asset Charges NaN 3.975000e+06 NaN
Other Stockholder Equity NaN 5.915000e+06 5.853000e+06
Property Plant Equipment NaN 2.350779e+09 2.440101e+09
Total Current Assets NaN 5.836530e+08 5.435320e+08
Net Receivables NaN 3.561500e+08 2.632500e+08
Long Term Debt NaN 8.523230e+08 9.021040e+08
Inventory NaN 4.235900e+07 3.492400e+07
Accounts Payable NaN 1.902190e+08 1.657790e+08
2021-06-30
Total Stockholder Equity 1.807717e+09
Net Tangible Assets 1.783660e+09
Intangible Assets 2.405700e+07
Capital Surplus 2.914043e+09
Total Liab 1.265589e+09
Other Current Liab 8.314000e+06
Total Assets 3.073306e+09
Common Stock 2.728000e+06
Other Current Assets 6.092900e+07
Retained Earnings 2.546960e+08
Other Liab 5.306100e+07
Treasury Stock -1.363750e+09
Other Assets 1.286000e+07
Cash 2.166820e+08
Total Current Liabilities 2.934820e+08
Deferred Long Term Asset Charges NaN
Other Stockholder Equity 6.085000e+06
Property Plant Equipment 2.528289e+09
Total Current Assets 5.081000e+08
Net Receivables 1.967260e+08
Long Term Debt 9.018960e+08
Inventory 3.376300e+07
Accounts Payable 1.208530e+08 ]
['quarterly_cashflow', 2022-03-31 2021-12-31 \
Net Income -28777000.0 -361825000.0
Change To Liabilities 0.0 0.0
Total Cashflows From Investing Activities NaN NaN
Total Cash From Financing Activities NaN NaN
Change To Operating Activities NaN NaN
Change In Cash NaN NaN
Repurchase Of Stock NaN NaN
Effect Of Exchange Rate NaN NaN
Total Cash From Operating Activities NaN NaN
Depreciation NaN NaN
Other Cashflows From Investing Activities NaN NaN
Dividends Paid NaN NaN
Change To Inventory NaN NaN
Change To Account Receivables NaN NaN
Change To Netincome NaN NaN
Capital Expenditures NaN NaN
2021-09-30 2021-06-30
Net Income -82998000.0 -103309000.0
Change To Liabilities 24892000.0 25082000.0
Total Cashflows From Investing Activities -28973000.0 -25736000.0
Total Cash From Financing Activities -3832000.0 -7291000.0
Change To Operating Activities -2711000.0 1975000.0
Change In Cash -25398000.0 2538000.0
Repurchase Of Stock -52000.0 -3522000.0
Effect Of Exchange Rate 6000.0 -10000.0
Total Cash From Operating Activities 7401000.0 35575000.0
Depreciation 141065000.0 144037000.0
Other Cashflows From Investing Activities -122000.0 -118000.0
Dividends Paid -3780000.0 -3769000.0
Change To Inventory 7909000.0 -3598000.0
Change To Account Receivables -66803000.0 -15561000.0
Change To Netincome -14170000.0 -13354000.0
Capital Expenditures -34264000.0 -38050000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
2Q2021 291774000 -103309000
3Q2021 357885000 -82998000
4Q2021 466493000 -361825000
1Q2022 509375000 -28777000]
['quarterly_financials', 2022-03-31 2021-12-31 2021-09-30 \
Research Development None None None
Effect Of Accounting Charges None None None
Income Before Tax -27849000.0 -372475000.0 -100641000.0
Minority Interest None None None
Net Income -28777000.0 -361825000.0 -82998000.0
Selling General Administrative 27461000.0 24206000.0 22063000.0
Gross Profit 126163000.0 87596000.0 72818000.0
Ebit -17018000.0 -83810000.0 -90531000.0
Operating Income -17018000.0 -83810000.0 -90531000.0
Other Operating Expenses -1218000.0 4506000.0 221000.0
Interest Expense -10565000.0 -10582000.0 -10683000.0
Extraordinary Items None None None
Non Recurring None None None
Other Items None None None
Income Tax Expense 928000.0 -8116000.0 -17643000.0
Total Revenue 509375000.0 466493000.0 357885000.0
Total Operating Expenses 526393000.0 550303000.0 448416000.0
Cost Of Revenue 383212000.0 378897000.0 285067000.0
Total Other Income Expense Net -10831000.0 -288665000.0 -10110000.0
Discontinued Operations NaN 2534000.0 2534000.0
Net Income From Continuing Ops -28777000.0 -364359000.0 -82998000.0
Net Income Applicable To Common Shares -28777000.0 -361825000.0 -82998000.0
2021-06-30
Research Development None
Effect Of Accounting Charges None
Income Before Tax -119282000.0
Minority Interest None
Net Income -103309000.0
Selling General Administrative 23555000.0
Gross Profit 56541000.0
Ebit -111332000.0
Operating Income -111332000.0
Other Operating Expenses 281000.0
Interest Expense -10704000.0
Extraordinary Items None
Non Recurring None
Other Items None
Income Tax Expense -15973000.0
Total Revenue 291774000.0
Total Operating Expenses 403106000.0
Cost Of Revenue 235233000.0
Total Other Income Expense Net -7950000.0
Discontinued Operations 2534000.0
Net Income From Continuing Ops -103309000.0
Net Income Applicable To Common Shares -103309000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 iShares Core S&P Smallcap ETF 15130515 2022-01-30
1 VanEck ETF Trust-VanEck Oil Services ETF 12063228 2022-02-27
2 Undiscovered Managers Behavioral Value Fund 6883296 2021-12-30
3 Delaware Group Equity Fds V-Small Cap Core Fund 5291987 2022-02-27
4 Vanguard Total Stock Market Index Fund 5216876 2021-12-30
5 Delaware Group Equity Funds V-Small Cap Value ... 4730700 2022-02-27
6 Vanguard Small-Cap Index Fund 4623428 2021-12-30
7 Allspring Special Small Cap Value Fund 4289210 2022-02-27
8 iShares Russell 2000 ETF 4243742 2022-01-30
9 iShares S&P Smallcap 600 Value ETF 3577320 2022-01-30
% Out Value
0 0.0700 150699929
1 0.0558 174072380
2 0.0318 58163851
3 0.0245 76363372
4 0.0241 44082602
5 0.0219 68264001
6 0.0214 39067966
7 0.0198 61893300
8 0.0196 42267670
9 0.0165 35630107 ]
['options', ('2022-08-19', '2023-01-20')]
symbol: LPI
sector: Energy
Index: SP600
vol_30d_2yr: 14333690.68359375
Sector 1YMF: -29.169998168945312
1YMF: -29.169998168945312
risk trend factor: -0.4368728166685758
beta currentRatio debtToEquity ebitda ebitdaMargins forwardPE \
LPI 3.87549 0.448 280.154 404096000 0.28987 3.858025
freeCashflow grossMargins grossProfits heldPercentInstitutions \
LPI -657876864 0.65925 919042000 0.65067
industry marketCap operatingCashflow operatingMargins payoutRatio \
LPI Oil & Gas E&P 1493677440 496671008 0.13235 0
pegRatio priceToBook priceToSalesTrailing12Months profitMargins \
LPI -0.22 6.160236 1.071447 0.10402
quickRatio returnOnAssets returnOnEquity revenueGrowth revenuePerShare \
LPI 0.396 0.05774 0.58906 1.5 97.899
sector sharesOutstanding shortRatio totalCash totalCashPerShare \
LPI Energy 17070600 1.76 56798000 3.35
totalDebt totalRevenue
LPI 1439378048 1394075008
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 81.470001 | 55.385982 | 91.38381 | 127.381638 | 80.369841 | 15.040964 | 50.287912 | 110.45177 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| LPI | 1.480449 | 81.470001 | 14333690.683594 | 0.651878 | 0.115073 | 0.409738 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: ['add', 'mul', True] best inner cv score, sdev (11 folds): 231.24825495811749 166.92299399352999 test cv mean error, stdev (10 folds): 246.78009886419335 167.32004915040773 sell date: 2022-09-16 expected return: 0.2824491084142967 discounted return: 0.0028635359679796135 quarter return: 1.3009162644691843
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Capital Surplus 2.788628e+09 2.715196e+09 2.473709e+09
Total Liab 2.038044e+09 2.034910e+09 1.941088e+09
Total Stockholder Equity 5.137800e+08 2.240620e+08 -1.542820e+08
Deferred Long Term Liab 8.100000e+06 3.630000e+07 3.200000e+06
Other Current Liab 3.529620e+08 4.316830e+08 4.279700e+08
Total Assets 2.551824e+09 2.258972e+09 1.786806e+09
Common Stock 1.710000e+05 1.610000e+05 1.360000e+05
Other Current Assets 4.346000e+06 2.049400e+07 1.866500e+07
Retained Earnings -2.275019e+09 -2.491295e+09 -2.628127e+09
Other Liab 7.954700e+07 1.041390e+08 1.387280e+08
Other Assets 5.430400e+07 8.209600e+07 9.670500e+07
Cash 5.679800e+07 5.139600e+07 1.935430e+08
Total Current Liabilities 5.269130e+08 5.748110e+08 4.896750e+08
Short Long Term Debt 5.200000e+04 1.310000e+05 1.790000e+05
Property Plant Equipment 2.261663e+09 1.982329e+09 1.387284e+09
Total Current Assets 2.358570e+08 1.945470e+08 3.028170e+08
Net Tangible Assets 5.137800e+08 2.240620e+08 -1.542820e+08
Net Receivables 1.518070e+08 1.226570e+08 9.060900e+07
Long Term Debt 1.425858e+09 1.349896e+09 1.306112e+09
Inventory 1.016000e+07 NaN NaN
Accounts Payable 6.668600e+07 5.724100e+07 4.638300e+07
Deferred Long Term Asset Charges NaN 2.200000e+06 3.600000e+06
2021-03-31
Capital Surplus 2.426769e+09
Total Liab 1.543471e+09
Total Stockholder Equity -6.856800e+07
Deferred Long Term Liab 2.100000e+06
Other Current Liab 1.927360e+08
Total Assets 1.474903e+09
Common Stock 1.290000e+05
Other Current Assets 2.612300e+07
Retained Earnings -2.495466e+09
Other Liab 9.939500e+07
Other Assets 1.848700e+07
Cash 4.426200e+07
Total Current Liabilities 2.922430e+08
Short Long Term Debt NaN
Property Plant Equipment 1.318327e+09
Total Current Assets 1.380890e+08
Net Tangible Assets -6.856800e+07
Net Receivables 6.770400e+07
Long Term Debt 1.145374e+09
Inventory NaN
Accounts Payable 4.466500e+07
Deferred Long Term Asset Charges 2.200000e+06 ]
['quarterly_cashflow', 2021-12-31 2021-09-30 \
Change To Liabilities 10045000.0 11558000.0
Total Cashflows From Investing Activities -279061000.0 -349183000.0
Net Borrowings 75000000.0 50000000.0
Total Cash From Financing Activities 74904000.0 36180000.0
Change To Operating Activities 62018000.0 633000.0
Net Income 216276000.0 136832000.0
Change In Cash 5402000.0 -213588000.0
Repurchase Of Stock -180000.0 -848000.0
Total Cash From Operating Activities 209559000.0 99415000.0
Depreciation 79320000.0 67727000.0
Change To Account Receivables -29150000.0 -32048000.0
Other Cashflows From Financing Activities 84000.0 -13145000.0
Change To Netincome -130488000.0 -86796000.0
Capital Expenditures -279061000.0 -742618000.0
Issuance Of Stock NaN 173000.0
2021-06-30 2021-03-31
Change To Liabilities 719000.0 9065000.0
Total Cashflows From Investing Activities -99547000.0 -69020000.0
Net Borrowings 160000000.0 -35000000.0
Total Cash From Financing Activities 203723000.0 -6626000.0
Change To Operating Activities 65178000.0 -25871000.0
Net Income -132661000.0 -75439000.0
Change In Cash 220722000.0 -4495000.0
Repurchase Of Stock -451000.0 -1290000.0
Total Cash From Operating Activities 116546000.0 71151000.0
Depreciation 43901000.0 42249000.0
Change To Account Receivables -22905000.0 -3728000.0
Other Cashflows From Financing Activities -1452000.0 2798000.0
Change To Netincome 161204000.0 123886000.0
Capital Expenditures -99665000.0 -69209000.0
Issuance Of Stock 45626000.0 26866000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 250230000 -75439000
2Q2021 294371000 -132661000
3Q2021 379250000 136832000
4Q2021 470224000 216276000]
['quarterly_financials', 2021-12-31 2021-09-30 2021-06-30 \
Research Development None None None
Effect Of Accounting Charges None None None
Income Before Tax 219328000.0 139509000.0 -133983000.0
Minority Interest None None None
Net Income 216276000.0 136832000.0 -132661000.0
Selling General Administrative 13619000.0 15008000.0 21101000.0
Gross Profit 331794000.0 249997000.0 182123000.0
Ebit 258808000.0 74290000.0 -97024000.0
Operating Income 258808000.0 74290000.0 -97024000.0
Other Operating Expenses -15225000.0 98021000.0 218070000.0
Interest Expense -31150000.0 -30423000.0 -25900000.0
Extraordinary Items None None None
Non Recurring None None None
Other Items None None None
Income Tax Expense 3052000.0 2677000.0 -1322000.0
Total Revenue 470224000.0 379250000.0 294371000.0
Total Operating Expenses 211416000.0 304960000.0 391395000.0
Cost Of Revenue 138430000.0 129253000.0 112248000.0
Total Other Income Expense Net -39480000.0 65219000.0 -36959000.0
Discontinued Operations None None None
Net Income From Continuing Ops 216276000.0 136832000.0 -132661000.0
Net Income Applicable To Common Shares 216276000.0 136832000.0 -132661000.0
2021-03-31
Research Development None
Effect Of Accounting Charges None
Income Before Tax -76201000.0
Minority Interest None
Net Income -75439000.0
Selling General Administrative 13073000.0
Gross Profit 155128000.0
Ebit -51566000.0
Operating Income -51566000.0
Other Operating Expenses 155512000.0
Interest Expense -25942000.0
Extraordinary Items None
Non Recurring None
Other Items None
Income Tax Expense -762000.0
Total Revenue 250230000.0
Total Operating Expenses 301796000.0
Cost Of Revenue 95102000.0
Total Other Income Expense Net -24635000.0
Discontinued Operations None
Net Income From Continuing Ops -75439000.0
Net Income Applicable To Common Shares -75439000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 SPDR (R) Ser Tr-SPDR (R) S&P (R) Oil & Gas Exp... 1283155 2022-01-30
1 iShares Core S&P Smallcap ETF 1007152 2022-01-30
2 Vanguard Total Stock Market Index Fund 437939 2021-12-30
3 iShares Russell 2000 ETF 291546 2022-01-30
4 Vanguard Extended Market Index Fund 182706 2021-12-30
5 Direxion Shares ETF Tr- Daily S&P Oil & Gas Ex... 147088 2022-01-30
6 Fidelity Strategic Advisors Small-Mid Cap Fund 139883 2022-02-27
7 Vanguard Tax Managed Fund-Small Cap Fund 120804 2021-12-30
8 DFA U.S. Small Cap Series 118021 2022-01-30
9 First Tr Exchange Traded Fd-First Tr Natural G... 117256 2022-02-27
% Out Value
0 0.0742 86176689
1 0.0582 67640328
2 0.0253 26333272
3 0.0168 19580229
4 0.0106 10986111
5 0.0085 9878430
6 0.0081 10709442
7 0.0070 7263944
8 0.0068 7926290
9 0.0068 8977119 ]
['options', ('2022-07-15', '2022-12-16', '2023-01-20')]
symbol: NTCT
sector: Technology
Index: SP600
vol_30d_2yr: 9623952.1484375
Sector 1YMF: -3.339996337890625
1YMF: -3.339996337890625
risk trend factor: -0.45135087973882726
beta currentRatio debtToEquity ebitda ebitdaMargins forwardPE \
NTCT 0.644642 1.936 20.158 145480992 0.17004 15.90411
freeCashflow grossMargins grossProfits heldPercentInstitutions \
NTCT 260617744 0.74966 641389000 0.96181
industry marketCap operatingCashflow operatingMargins \
NTCT Software—Infrastructure 2581519360 296012992 0.05813
payoutRatio pegRatio priceToBook priceToSalesTrailing12Months \
NTCT 0 9.69 1.252652 3.017292
profitMargins quickRatio returnOnAssets returnOnEquity revenueGrowth \
NTCT 0.04193 1.788 0.0099 0.01764 -0.104
revenuePerShare sector sharesOutstanding shortRatio totalCash \
NTCT 11.559 Technology 74117696 5.93 703198016
totalCashPerShare totalDebt totalRevenue trailingPE
NTCT 9.488 415337984 855574976 72.56251
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 32.93 | 32.684032 | 35.016032 | 37.348031 | 33.294127 | 1.677396 | 29.939335 | 36.648919 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| NTCT | 1.227115 | 32.93 | 9623952.148438 | 0.734933 | 0.034064 | 0.345791 |
ADFuller H0 rejected @ .05, Mean Reverting TS
Month Mean Reverting buy signal
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -363.4599914550781 Sector Volume Factor: 1.1528457613891094 Sector Risk Trend Factor: -4.954471974241429 Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: [None, 'mul', True] best inner cv score, sdev (11 folds): 10.19920331942748 5.86648363530566 test cv mean error, stdev (10 folds): 10.486504097853375 6.078588217707644 sell date: 2022-09-23 expected return: 0.0007783326255554844 discounted return: 8.276947889962472e-06 quarter return: 1.0007617660510266
['options', ('2022-12-16',)]
symbol: BMY
sector: Healthcare
Index: SP500
vol_30d_2yr: 251915320.8984375
Sector 1YMF: -3.2500076293945312
1YMF: -3.2500076293945312
risk trend factor: -0.4710154943017281
beta currentRatio debtToEquity dividendRate dividendYield \
BMY 0.479582 1.32 145.347 2.16 0.0293
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
BMY -0.337 21088999424 0.44908 9.475837 14867624960
grossMargins grossProfits heldPercentInstitutions \
BMY 0.80128 37048000000 0.79264
industry marketCap operatingCashflow \
BMY Drug Manufacturers—General 162809217024 16195000320
operatingMargins payoutRatio pegRatio priceToBook \
BMY 0.22193 0.7305 2.12 5.155397
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
BMY 3.466976 0.13311 1.152 0.06046
returnOnEquity revenueGrowth revenuePerShare sector \
BMY 0.18085 0.052 21.36 Healthcare
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
BMY 2129059968 2.09 15196000256 7.137 45994999808
totalRevenue trailingPE
BMY 46960001024 27.088205
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 73.769997 | 72.385736 | 75.350794 | 78.315851 | 75.335854 | 1.870668 | 71.594519 | 79.07719 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| BMY | 1.240092 | 73.769997 | 251915320.898438 | 0.809374 | 0.661274 | 0.479207 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -122.20997619628906 Sector Volume Factor: 1.2238851152317325 Sector Risk Trend Factor: -3.3236323632363236 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: ['mul', 'add', True] best inner cv score, sdev (11 folds): 85.70486346664019 123.53223464005858 test cv mean error, stdev (10 folds): 80.96954788091688 128.6062683894323 sell date: 2022-07-01 expected return: 0.03479204005754661 discounted return: 0.0034259029415752984 quarter return: 1.369772143291564
['options', ('2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 14.93
nuclear False
furLeather False
alcoholic False
gmo False
catholic True
socialPercentile None
peerCount 83
governanceScore 7.56
environmentPercentile None
animalTesting True
tobacco False
totalEsg 22.83
highestControversy 2
esgPerformance AVG_PERF
coal False
pesticides False
adult False
percentile 34.61
peerGroup Pharmaceuticals
smallArms False
environmentScore 0.34
governancePercentile None
militaryContract False]
symbol: PSX
sector: Energy
Index: SP500
vol_30d_2yr: 72319717.1875
Sector 1YMF: -15.809989929199219
1YMF: -15.809989929199219
risk trend factor: -0.4763479592118208
currentRatio debtToEquity dividendRate dividendYield ebitda \
PSX 1.128 65.25 3.88 0.041 3537999872
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
PSX 0.02802 13.930335 2430874880 0.08505 9374000000
heldPercentInstitutions industry marketCap \
PSX 0.68375 Oil & Gas Refining & Marketing 42058629120
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
PSX 6881999872 0.01601 0.633 1.22 2.318134
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
PSX 0.333082 0.02022 0.783 0.02175
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
PSX 0.13575 0.697 285.373 Energy 438201984
shortRatio totalCash totalCashPerShare totalDebt totalRevenue
PSX 2.5 3335000064 6.932 14433999872 126270996480
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 90.510002 | 91.355788 | 101.374286 | 111.392784 | 91.798413 | 8.517034 | 74.764345 | 108.832481 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| PSX | 1.286747 | 90.510002 | 72319717.1875 | 0.694604 | 0.093536 | 0.512375 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: ['add', 'add', True] best inner cv score, sdev (11 folds): 283.11205084852804 353.85725930998063 test cv mean error, stdev (10 folds): 311.5712358052859 359.5052187027191 sell date: 2022-08-26 expected return: 0.08579824571808381 discounted return: 0.0012479815184585075 quarter return: 1.1215848348237154
['quarterly_balance_sheet', 2022-03-31 2021-12-31 2021-09-30 \
Intangible Assets 8.190000e+08 8.130000e+08 8.220000e+08
Capital Surplus 1.966700e+10 2.050400e+10 2.048800e+10
Total Liab 3.851700e+10 3.395700e+10 3.581000e+10
Total Stockholder Equity 2.181500e+10 1.916600e+10 1.813900e+10
Minority Interest 3.060000e+08 2.471000e+09 2.458000e+09
Other Current Liab 1.467000e+09 1.406000e+09 1.346000e+09
Total Assets 6.063800e+10 5.559400e+10 5.640700e+10
Common Stock 7.000000e+06 7.000000e+06 6.000000e+06
Other Current Assets 2.020000e+08 9.900000e+07 3.200000e+07
Retained Earnings 1.639100e+10 1.621600e+10 1.535000e+10
Other Liab 7.031000e+09 7.472000e+09 7.239000e+09
Good Will 1.484000e+09 1.484000e+09 1.425000e+09
Treasury Stock -1.425000e+10 -1.756100e+10 -1.770500e+10
Other Assets 1.833000e+09 1.603000e+09 1.857000e+09
Cash 3.335000e+09 3.147000e+09 2.897000e+09
Total Current Liabilities 1.760300e+10 1.280100e+10 1.392100e+10
Short Long Term Debt 1.474000e+09 1.456000e+09 1.489000e+09
Other Stockholder Equity -5.140000e+08 -4.450000e+08 -5.890000e+08
Property Plant Equipment 2.233300e+10 2.348500e+10 2.237700e+10
Total Current Assets 1.985400e+10 1.469700e+10 1.601900e+10
Long Term Investments 1.431500e+10 1.351200e+10 1.390700e+10
Net Tangible Assets 1.951200e+10 1.686900e+10 1.589200e+10
Net Receivables 1.045500e+10 7.470000e+09 8.006000e+09
Long Term Debt 1.296000e+10 1.270200e+10 1.342100e+10
Inventory 4.530000e+09 3.394000e+09 4.400000e+09
Accounts Payable 1.318400e+10 8.461000e+09 9.215000e+09
2021-06-30
Intangible Assets 8.250000e+08
Capital Surplus 2.046300e+10
Total Liab 3.637500e+10
Total Stockholder Equity 1.814900e+10
Minority Interest 2.453000e+09
Other Current Liab 1.393000e+09
Total Assets 5.697700e+10
Common Stock 6.000000e+06
Other Current Assets 1.800000e+07
Retained Earnings 1.534500e+10
Other Liab 7.722000e+09
Good Will 1.425000e+09
Treasury Stock -1.766500e+10
Other Assets 1.894000e+09
Cash 2.207000e+09
Total Current Liabilities 1.455100e+10
Short Long Term Debt 2.489000e+09
Other Stockholder Equity -5.490000e+08
Property Plant Equipment 2.368800e+10
Total Current Assets 1.578000e+10
Long Term Investments 1.336500e+10
Net Tangible Assets 1.589900e+10
Net Receivables 8.062000e+09
Long Term Debt 1.292400e+10
Inventory 4.752000e+09
Accounts Payable 8.945000e+09 ]
['quarterly_cashflow', 2022-03-31 2021-12-31 \
Investments 1.500000e+07 3.100000e+07
Change To Liabilities 4.809000e+09 -7.980000e+08
Total Cashflows From Investing Activities -4.280000e+08 -5.570000e+08
Net Borrowings -2.400000e+07 -4.760000e+08
Total Cash From Financing Activities -5.120000e+08 -9.780000e+08
Change To Operating Activities -8.490000e+08 3.000000e+07
Issuance Of Stock 2.300000e+07 2.000000e+06
Net Income 5.820000e+08 1.273000e+09
Change In Cash 1.880000e+08 2.500000e+08
Effect Of Exchange Rate -8.000000e+06 -1.500000e+07
Total Cash From Operating Activities 1.136000e+09 1.800000e+09
Depreciation 3.380000e+08 4.540000e+08
Other Cashflows From Investing Activities -7.400000e+07 8.000000e+06
Dividends Paid -4.040000e+08 -4.030000e+08
Change To Inventory -1.152000e+09 1.006000e+09
Change To Account Receivables -3.042000e+09 5.430000e+08
Other Cashflows From Financing Activities -1.070000e+08 -1.010000e+08
Change To Netincome 3.310000e+08 -3.390000e+08
Capital Expenditures -3.700000e+08 -5.970000e+08
2021-09-30 2021-06-30
Investments 7.800000e+07 1.000000e+08
Change To Liabilities 2.410000e+08 7.030000e+08
Total Cashflows From Investing Activities -4.960000e+08 -3.520000e+08
Net Borrowings -5.210000e+08 -3.900000e+07
Total Cash From Financing Activities -1.005000e+09 -5.420000e+08
Change To Operating Activities 4.400000e+07 -1.300000e+08
Issuance Of Stock 2.000000e+06 4.000000e+06
Net Income 4.020000e+08 2.960000e+08
Change In Cash 6.900000e+08 8.560000e+08
Effect Of Exchange Rate -1.200000e+07 7.000000e+06
Total Cash From Operating Activities 2.203000e+09 1.743000e+09
Depreciation 3.610000e+08 3.640000e+08
Other Cashflows From Investing Activities -2.400000e+07 -9.600000e+07
Dividends Paid -3.940000e+08 -3.940000e+08
Change To Inventory 3.260000e+08 -4.440000e+08
Change To Account Receivables 5.300000e+07 2.220000e+08
Other Cashflows From Financing Activities -9.000000e+07 -1.130000e+08
Change To Netincome 6.640000e+08 2.500000e+08
Capital Expenditures -5.520000e+08 -3.800000e+08 ]
['quarterly_earnings', Revenue Earnings
Quarter
2Q2021 27035000000 296000000
3Q2021 30246000000 402000000
4Q2021 32554000000 1273000000
1Q2022 36011000000 582000000]
['quarterly_financials', 2022-03-31 2021-12-31 \
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 828000000.0 1627000000.0
Minority Interest 306000000.0 2471000000.0
Net Income 582000000.0 1273000000.0
Selling General Administrative 1773000000.0 1905000000.0
Gross Profit 2516000000.0 3264000000.0
Ebit 275000000.0 921000000.0
Operating Income 275000000.0 921000000.0
Other Operating Expenses 130000000.0 69000000.0
Interest Expense -135000000.0 -141000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 171000000.0 256000000.0
Total Revenue 36011000000.0 32554000000.0
Total Operating Expenses 35736000000.0 31633000000.0
Cost Of Revenue 33495000000.0 29290000000.0
Total Other Income Expense Net 553000000.0 706000000.0
Discontinued Operations None None
Net Income From Continuing Ops 657000000.0 1371000000.0
Net Income Applicable To Common Shares 580000000.0 1271000000.0
2021-09-30 2021-06-30
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 448000000.0 436000000.0
Minority Interest 2458000000.0 2453000000.0
Net Income 402000000.0 296000000.0
Selling General Administrative 1590000000.0 1608000000.0
Gross Profit 2717000000.0 1817000000.0
Ebit 686000000.0 -262000000.0
Operating Income 686000000.0 -262000000.0
Other Operating Expenses 80000000.0 107000000.0
Interest Expense -151000000.0 -143000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense -40000000.0 62000000.0
Total Revenue 30246000000.0 27035000000.0
Total Operating Expenses 29560000000.0 27297000000.0
Cost Of Revenue 27529000000.0 25218000000.0
Total Other Income Expense Net -238000000.0 698000000.0
Discontinued Operations None None
Net Income From Continuing Ops 488000000.0 374000000.0
Net Income Applicable To Common Shares 400000000.0 291000000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 Select Sector SPDR Fund-Energy Select 12885545 2022-01-30
1 Vanguard Total Stock Market Index Fund 12454940 2021-12-30
2 Vanguard 500 Index Fund 9279357 2021-12-30
3 Vanguard Mid-Cap Index Fund 4953997 2021-12-30
4 SPDR S&P 500 ETF Trust 4644780 2022-01-30
5 Fidelity 500 Index Fund 4487208 2022-02-27
6 iShares Core S&P 500 ETF 3644889 2022-01-30
7 Vanguard Index-Value Index Fund 3348114 2021-12-30
8 Vanguard Institutional Index Fund-Institutiona... 3301601 2021-12-30
9 Vanguard Energy Index Fund 2553262 2022-02-27
% Out Value
0 0.0268 1092565360
1 0.0259 902484952
2 0.0193 672382208
3 0.0103 358966622
4 0.0097 393830896
5 0.0093 378002401
6 0.0076 309050138
7 0.0070 242604340
8 0.0069 239234008
9 0.0053 215086790 ]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 7
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile 0
peerCount 39
governanceScore 5.96
environmentPercentile 0
animalTesting False
tobacco False
totalEsg 29.35
highestControversy 3
esgPerformance None
coal False
pesticides False
adult False
percentile 59.45
peerGroup Refiners & Pipelines
smallArms False
environmentScore 16.39
governancePercentile 0
militaryContract False]
symbol: NOC
sector: Industrials
Index: SP500
vol_30d_2yr: 18840431.25
Sector 1YMF: -28.880035400390625
1YMF: -28.880035400390625
risk trend factor: -0.4783048635578619
beta currentRatio debtToEquity dividendRate dividendYield \
NOC 0.70372 1.306 109.076 6.92 0.0156
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
NOC -0.546 8807000064 0.24944 16.994137 4150625024
grossMargins grossProfits heldPercentInstitutions industry \
NOC 0.20962 7268000000 0.83975 Aerospace & Defense
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
NOC 72090722304 3144999936 0.21409 0.1734 3.06
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
NOC 5.430435 2.041825 0.16328 1.131
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
NOC 0.11339 0.48421 -0.039 222.722 Industrials
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
NOC 155444992 2.46 2174000128 13.986 14492999680
totalRevenue trailingPE
NOC 35306999808 12.804959
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 443.929993 | 440.378773 | 462.968095 | 485.557416 | 457.224603 | 10.945286 | 435.33403 | 479.115175 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| NOC | 0.996341 | 443.929993 | 18840431.25 | 0.769029 | 0.762454 | 0.423677 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -141.5800018310547 Sector Volume Factor: 0.8696853533786545 Sector Risk Trend Factor: -4.514668337867341 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: ['add', 'add', False] best inner cv score, sdev (11 folds): 1037.1046011429494 887.0594955150838 test cv mean error, stdev (10 folds): 1104.5425839112577 903.070108301302 sell date: 2022-08-26 expected return: 0.11919198458068472 discounted return: 0.0017076227331112026 quarter return: 1.1699573662974765
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons True
gambling False
socialScore 15.7
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 22
governanceScore 5.32
environmentPercentile None
animalTesting False
tobacco False
totalEsg 28.49
highestControversy 3
esgPerformance AVG_PERF
coal False
pesticides False
adult False
percentile 56.08
peerGroup Aerospace & Defense
smallArms True
environmentScore 7.47
governancePercentile None
militaryContract True]
symbol: SNEX
sector: Financial Services
Index: SP600
vol_30d_2yr: 1444321.875
Sector 1YMF: -6.769996643066406
1YMF: -6.769996643066406
risk trend factor: -0.48253696013085795
beta currentRatio debtToEquity earningsGrowth ebitdaMargins \
SNEX 1.072058 1.096 865.897 1.082 0.0
forwardPE grossMargins grossProfits heldPercentInstitutions \
SNEX 10.409091 0.0238 1077400000 0.76698
industry marketCap operatingCashflow operatingMargins \
SNEX Capital Markets 1461767424 1641299968 0.00389
payoutRatio pegRatio priceToBook priceToSalesTrailing12Months \
SNEX 0.0 0.48 1.606982 0.030757
profitMargins quickRatio returnOnAssets returnOnEquity revenueGrowth \
SNEX 0.00291 1.066 0.00834 0.15806 0.551
revenuePerShare sector sharesOutstanding shortRatio \
SNEX 2470.063 Financial Services 19947700 3.08
totalCash totalCashPerShare totalDebt totalRevenue trailingPE
SNEX 11907500032 591.46 8252000256 47527100416 12.766551
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 72.900002 | 69.379346 | 74.933492 | 80.487639 | 73.35127 | 3.022209 | 67.306851 | 79.395688 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| SNEX | 1.141643 | 72.900002 | 1444321.875 | 0.751221 | 0.686282 | 0.374695 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -72.2699966430664 Sector Volume Factor: 1.2707168073107045 Sector Risk Trend Factor: -4.617890709055871 Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: ['add', 'add', True] best inner cv score, sdev (11 folds): 60.19721553812694 70.39144047102478 test cv mean error, stdev (10 folds): 63.77710305465015 72.86619089498309 sell date: 2022-08-26 expected return: 0.06834001922205156 discounted return: 0.0010021087443656818 quarter return: 1.0965269218558504
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Intangible Assets 3.910000e+07 4.270000e+07 4.410000e+07
Capital Surplus 3.244000e+08 3.157000e+08 3.105000e+08
Total Liab 1.827600e+10 1.793560e+10 1.589840e+10
Total Stockholder Equity 9.530000e+08 9.040000e+08 9.014000e+08
Other Current Liab 1.348000e+09 1.418700e+09 1.303800e+09
Total Assets 1.922900e+10 1.883960e+10 1.679980e+10
Common Stock 2.000000e+05 2.000000e+05 2.000000e+05
Retained Earnings 7.242000e+08 6.825000e+08 6.752000e+08
Good Will 5.810000e+07 5.810000e+07 5.460000e+07
Treasury Stock -9.580000e+07 -9.440000e+07 -8.450000e+07
Other Assets 1.495000e+08 1.444000e+08 1.441000e+08
Cash 9.834000e+08 1.109600e+09 1.075600e+09
Total Current Liabilities 1.711980e+10 1.701090e+10 1.496010e+10
Deferred Long Term Asset Charges 3.550000e+07 3.510000e+07 3.700000e+07
Short Long Term Debt 4.074200e+09 4.301200e+09 3.623400e+09
Other Stockholder Equity -2.650000e+07 -2.510000e+07 -2.380000e+07
Property Plant Equipment 2.169000e+08 2.186000e+08 2.210000e+08
Total Current Assets 1.876540e+10 1.837580e+10 1.633600e+10
Net Tangible Assets 8.558000e+08 8.032000e+08 8.027000e+08
Short Term Investments 1.092410e+10 1.103200e+10 9.517200e+09
Net Receivables 6.334000e+09 5.786700e+09 5.258400e+09
Long Term Debt 1.012200e+09 7.953000e+08 7.866000e+08
Inventory 5.239000e+08 4.475000e+08 4.848000e+08
Accounts Payable 8.674800e+09 8.750500e+09 7.854300e+09
2021-03-31
Intangible Assets 4.800000e+07
Capital Surplus 3.044000e+08
Total Liab 1.493950e+10
Total Stockholder Equity 8.602000e+08
Other Current Liab 7.464000e+08
Total Assets 1.579970e+10
Common Stock 2.000000e+05
Retained Earnings 6.410000e+08
Good Will 5.450000e+07
Treasury Stock -8.540000e+07
Other Assets 1.512000e+08
Cash 1.001500e+09
Total Current Liabilities 1.385720e+10
Deferred Long Term Asset Charges 3.520000e+07
Short Long Term Debt 3.628200e+09
Other Stockholder Equity -2.780000e+07
Property Plant Equipment 1.832000e+08
Total Current Assets 1.536280e+10
Net Tangible Assets 7.577000e+08
Short Term Investments 9.048500e+09
Net Receivables 4.862000e+09
Long Term Debt 9.659000e+08
Inventory 4.508000e+08
Accounts Payable 7.344300e+09 ]
['quarterly_cashflow', 2021-12-31 2021-09-30 \
Change To Liabilities -74200000.0 896700000.0
Total Cashflows From Investing Activities -7300000.0 -10600000.0
Net Borrowings 238400000.0 -27500000.0
Total Cash From Financing Activities 241500000.0 -33400000.0
Change To Operating Activities -451700000.0 -361800000.0
Issuance Of Stock 4600000.0 3200000.0
Net Income 41700000.0 7300000.0
Change In Cash -367500000.0 697200000.0
Effect Of Exchange Rate -1500000.0 -2900000.0
Total Cash From Operating Activities -600200000.0 744100000.0
Depreciation 12900000.0 15500000.0
Change To Inventory -76400000.0 37300000.0
Change To Account Receivables -66700000.0 149500000.0
Other Cashflows From Financing Activities -1500000.0 -500000.0
Change To Netincome 3400000.0 10800000.0
Capital Expenditures -7300000.0 -8600000.0
Repurchase Of Stock NaN -8600000.0
2021-06-30 2021-03-31
Change To Liabilities 513200000.0 897000000.0
Total Cashflows From Investing Activities -10400000.0 -17600000.0
Net Borrowings -45300000.0 -61200000.0
Total Cash From Financing Activities -47000000.0 -58100000.0
Change To Operating Activities 330000000.0 52200000.0
Issuance Of Stock 2300000.0 3600000.0
Net Income 34200000.0 55300000.0
Change In Cash 660200000.0 706700000.0
Effect Of Exchange Rate 4000000.0 -1400000.0
Total Cash From Operating Activities 713600000.0 783800000.0
Depreciation 11400000.0 10600000.0
Change To Inventory -34000000.0 -11700000.0
Change To Account Receivables -139200000.0 -232500000.0
Other Cashflows From Financing Activities -900000.0 -500000.0
Change To Netincome -700000.0 8300000.0
Capital Expenditures -13500000.0 -17600000.0
Repurchase Of Stock -3100000.0 -3100000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 11223200000 55300000
2Q2021 10167500000 34200000
3Q2021 11822500000 7300000
4Q2021 14313900000 41700000]
['quarterly_financials', 2021-12-31 2021-09-30 \
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 52500000.0 4900000.0
Minority Interest None None
Net Income 41700000.0 7300000.0
Selling General Administrative 219600000.0 206200000.0
Gross Profit 292900000.0 241800000.0
Ebit 0.0 0.0
Operating Income 52500000.0 6900000.0
Other Operating Expenses 11900000.0 12200000.0
Interest Expense None None
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 10800000.0 -2400000.0
Total Revenue 14313900000.0 11822500000.0
Total Operating Expenses 14261400000.0 11815600000.0
Cost Of Revenue 14021000000.0 11580700000.0
Total Other Income Expense Net 0.0 -2000000.0
Discontinued Operations None None
Net Income From Continuing Ops 41700000.0 7300000.0
Net Income Applicable To Common Shares 40500000.0 7000000.0
2021-06-30 2021-03-31
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 46000000.0 76300000.0
Minority Interest None None
Net Income 34200000.0 55300000.0
Selling General Administrative 212700000.0 218600000.0
Gross Profit 280000000.0 316500000.0
Ebit 0.0 0.0
Operating Income 45600000.0 77100000.0
Other Operating Expenses 10700000.0 11300000.0
Interest Expense None None
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 11800000.0 21000000.0
Total Revenue 10167500000.0 11223200000.0
Total Operating Expenses 10121900000.0 11146100000.0
Cost Of Revenue 9887500000.0 10906700000.0
Total Other Income Expense Net 400000.0 -800000.0
Discontinued Operations None None
Net Income From Continuing Ops 34200000.0 55300000.0
Net Income Applicable To Common Shares 33100000.0 53600000.0 ]
['mutualfund_holders', Holder Shares Date Reported % Out \
0 iShares Core S&P Smallcap ETF 1183075 2022-01-30 0.0586
1 Vanguard Total Stock Market Index Fund 450490 2021-12-30 0.0223
2 iShares Russell 2000 ETF 393224 2022-01-30 0.0195
3 Fidelity Small Cap Stock Fund 387090 2022-02-27 0.0192
4 iShares S&P Smallcap 600 Value ETF 280124 2022-01-30 0.0139
5 Vanguard Extended Market Index Fund 226946 2021-12-30 0.0112
6 DFA U.S. Small Cap Series 183431 2022-01-30 0.0091
7 iShares Russell 2000 Value ETF 163769 2022-01-30 0.0081
8 DFA U.S. Micro Cap Series 151167 2022-01-30 0.0075
9 DFA U.S. Targeted Value Portfolio 147714 2022-01-30 0.0073
Value
0 77621550
1 27592512
2 25799426
3 29205940
4 18378935
5 13900442
6 12034907
7 10744884
8 9918066
9 9691515 ]
['options', ('2022-07-15',)]
symbol: TALO
sector: Energy
Index: SP600
vol_30d_2yr: 20408781.4453125
Sector 1YMF: -4.379999160766602
1YMF: -4.379999160766602
risk trend factor: -0.4965985614871265
beta currentRatio debtToEquity ebitda ebitdaMargins forwardPE \
TALO 2.705179 0.566 134.226 459891008 0.37053 12.401317
freeCashflow grossMargins grossProfits heldPercentInstitutions \
TALO 190298752 0.77151 957576000 0.80874
industry marketCap operatingCashflow operatingMargins \
TALO Oil & Gas E&P 1543466368 411388000 0.00465
payoutRatio priceToBook priceToSalesTrailing12Months profitMargins \
TALO 0 2.287899 1.243551 -0.1474
quickRatio returnOnAssets returnOnEquity revenueGrowth revenuePerShare \
TALO 0.482 0.00129 -0.21686 1.219 15.179
sector sharesOutstanding shortRatio totalCash totalCashPerShare \
TALO Energy 81881504 3.93 69852000 0.853
totalDebt totalRevenue
TALO 1020993024 1241176960
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 18.610001 | 18.420168 | 21.889841 | 25.359515 | 19.298889 | 2.422677 | 14.453534 | 24.144243 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| TALO | 1.661246 | 18.610001 | 20408781.445312 | 0.657711 | 0.240515 | 0.536905 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: ['mul', 'mul', False] best inner cv score, sdev (11 folds): 41.43457859222569 71.02454191322181 test cv mean error, stdev (10 folds): 41.43457859222569 71.02454191322182 sell date: 2022-08-26 expected return: 0.2646750095291923 discounted return: 0.0035641422565171332 quarter return: 1.3872427295363599
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Capital Surplus 1.676798e+09 1.671781e+09 1.666887e+09
Total Liab 2.006162e+09 2.111540e+09 2.165744e+09
Total Stockholder Equity 7.606530e+08 6.746240e+08 6.864210e+08
Other Current Liab 2.528150e+08 3.049030e+08 2.822840e+08
Total Assets 2.766815e+09 2.786164e+09 2.852165e+09
Common Stock 8.190000e+05 8.190000e+05 8.190000e+05
Other Current Assets 2.641000e+06 1.720000e+06 1.781000e+06
Retained Earnings -9.169640e+08 -9.979760e+08 -9.812850e+08
Other Liab 4.195010e+08 4.596920e+08 4.686610e+08
Other Assets 3.251600e+07 4.320100e+07 4.282800e+07
Cash 6.985200e+07 5.942700e+07 6.535400e+07
Total Current Liabilities 6.005260e+08 6.358320e+08 6.747440e+08
Short Long Term Debt 6.060000e+06 6.060000e+06 6.060000e+06
Property Plant Equipment 2.394296e+09 2.489235e+09 2.505121e+09
Total Current Assets 3.400030e+08 2.537280e+08 3.042160e+08
Net Tangible Assets 7.606530e+08 6.746240e+08 6.864210e+08
Net Receivables 2.194680e+08 1.465570e+08 1.882680e+08
Long Term Debt 9.566670e+08 9.787770e+08 9.765730e+08
Accounts Payable 8.581500e+07 1.060980e+08 1.111280e+08
2021-03-31
Capital Surplus 1.661840e+09
Total Liab 2.032540e+09
Total Stockholder Equity 8.071540e+08
Other Current Liab 1.808350e+08
Total Assets 2.839694e+09
Common Stock 8.170000e+05
Other Current Assets 3.481000e+06
Retained Earnings -8.555030e+08
Other Liab 4.489570e+08
Other Assets 4.364900e+07
Cash 6.497900e+07
Total Current Liabilities 4.822370e+08
Short Long Term Debt NaN
Property Plant Equipment 2.504046e+09
Total Current Assets 2.919990e+08
Net Tangible Assets 8.071540e+08
Net Receivables 1.908060e+08
Long Term Debt 1.049365e+09
Accounts Payable 7.277000e+07 ]
['quarterly_cashflow', 2021-12-31 2021-09-30 \
Change To Liabilities -4670000.0 -5367000.0
Total Cashflows From Investing Activities -81594000.0 -85520000.0
Net Borrowings -30879000.0 -5564000.0
Total Cash From Financing Activities -31721000.0 -8961000.0
Change To Operating Activities 59665000.0 -27476000.0
Net Income 81012000.0 -16691000.0
Change In Cash 10425000.0 -5927000.0
Total Cash From Operating Activities 123740000.0 88554000.0
Depreciation 119919000.0 102264000.0
Change To Account Receivables -64474000.0 41711000.0
Other Cashflows From Financing Activities -842000.0 -3356000.0
Change To Netincome -71009000.0 -9038000.0
Capital Expenditures -81751000.0 -85734000.0
Repurchase Of Stock NaN -41000.0
2021-06-30 2021-03-31
Change To Liabilities 14754000.0 -10978000.0
Total Cashflows From Investing Activities -53896000.0 -72737000.0
Net Borrowings -70303000.0 63639000.0
Total Cash From Financing Activities -77867000.0 36527000.0
Change To Operating Activities 25947000.0 2172000.0
Net Income -125782000.0 -121491000.0
Change In Cash 375000.0 30746000.0
Total Cash From Operating Activities 132138000.0 66956000.0
Depreciation 115298000.0 116642000.0
Change To Account Receivables 4475000.0 -17108000.0
Other Cashflows From Financing Activities -6594000.0 -24962000.0
Change To Netincome 93654000.0 94577000.0
Capital Expenditures -61101000.0 -64745000.0
Repurchase Of Stock -970000.0 -2150000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 266086000 -121491000
2Q2021 302815000 -125782000
3Q2021 290145000 -16691000
4Q2021 382131000 81012000]
['quarterly_financials', 2021-12-31 2021-09-30 2021-06-30 \
Research Development None None None
Effect Of Accounting Charges None None None
Income Before Tax 78659000.0 -17055000.0 -125284000.0
Minority Interest None None None
Net Income 81012000.0 -16691000.0 -125782000.0
Selling General Administrative 19084000.0 20427000.0 18077000.0
Gross Profit 307205000.0 220111000.0 230802000.0
Ebit 156262000.0 10860000.0 -91973000.0
Operating Income 156262000.0 10860000.0 -91973000.0
Other Operating Expenses 25959000.0 100228000.0 204857000.0
Interest Expense -33102000.0 -32390000.0 -33570000.0
Extraordinary Items None None None
Non Recurring None None None
Other Items None None None
Income Tax Expense -2353000.0 -364000.0 498000.0
Total Revenue 382131000.0 290145000.0 302815000.0
Total Operating Expenses 225869000.0 279285000.0 394788000.0
Cost Of Revenue 74926000.0 70034000.0 72013000.0
Total Other Income Expense Net -77603000.0 -27915000.0 -33311000.0
Discontinued Operations None None None
Net Income From Continuing Ops 81012000.0 -16691000.0 -125782000.0
Net Income Applicable To Common Shares 81012000.0 -16691000.0 -125782000.0
2021-03-31
Research Development None
Effect Of Accounting Charges None
Income Before Tax -120907000.0
Minority Interest None
Net Income -121491000.0
Selling General Administrative 17411000.0
Gross Profit 199458000.0
Ebit -71103000.0
Operating Income -71103000.0
Other Operating Expenses 151493000.0
Interest Expense -34076000.0
Extraordinary Items None
Non Recurring None
Other Items None
Income Tax Expense 584000.0
Total Revenue 266086000.0
Total Operating Expenses 337189000.0
Cost Of Revenue 66628000.0
Total Other Income Expense Net -49804000.0
Discontinued Operations None
Net Income From Continuing Ops -121491000.0
Net Income Applicable To Common Shares -121491000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 iShares Core S&P Smallcap ETF 2882867 2022-01-30
1 SPDR (R) Ser Tr-SPDR (R) S&P (R) Oil & Gas Exp... 2109180 2022-01-30
2 MainStay MacKay High Yield Corporate Bond Fund 2074193 2022-01-30
3 Vanguard Total Stock Market Index Fund 1284887 2021-12-30
4 iShares Russell 2000 ETF 853932 2022-01-30
5 iShares S&P Smallcap 600 Value ETF 674678 2022-01-30
6 Mainstay VP Funds Trust-MacKay High Yield Corp... 637880 2021-12-30
7 Vanguard Extended Market Index Fund 496971 2021-12-30
8 DFA U.S. Targeted Value Portfolio 462737 2022-01-30
9 Columbia Fds Ser Tr I-Columbia Small Cap Value... 433490 2022-01-30
% Out Value
0 0.0349 30673704
1 0.0256 22441675
2 0.0251 22069413
3 0.0156 12591892
4 0.0103 9085836
5 0.0082 7178573
6 0.0077 6251224
7 0.0060 4870315
8 0.0056 4923521
9 0.0053 4612333 ]
['options', ('2022-07-15',)]
symbol: FANG
sector: Energy
Index: SP500
vol_30d_2yr: 60333589.6484375
Sector 1YMF: -21.420005798339844
1YMF: -21.420005798339844
risk trend factor: -0.5018744567990084
beta currentRatio debtToEquity dividendRate dividendYield \
FANG 2.181941 0.72 42.218 2.8 0.0229
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
FANG 2.278 5171999744 0.67999 5.669953 958625024
grossMargins grossProfits heldPercentInstitutions industry \
FANG 0.87707 5577000000 0.91762 Oil & Gas E&P
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
FANG 23227310080 4572000256 0.5071 0.1272 0.35
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
FANG 1.843084 3.053814 0.36037 0.656
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
FANG 0.10636 0.22396 1.036 42.257 Energy
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
FANG 175592000 2.63 149000000 0.839 5848000000
totalRevenue trailingPE
FANG 7606000128 8.725018
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 122.290001 | 125.260628 | 146.419524 | 167.57842 | 137.322347 | 10.085763 | 117.150822 | 157.493872 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| FANG | 1.13222 | 122.290001 | 60333589.648438 | 0.711781 | 0.610811 | 0.468604 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: ['add', None] best inner cv score, sdev (11 folds): 440.21684537392116 363.41076722947855 test cv mean error, stdev (10 folds): 478.96838070943113 358.8256702624607 sell date: 2022-09-23 expected return: 0.14438943134546536 discounted return: 0.0014358303191950306 quarter return: 1.1411101975842737
['options', ('2023-01-20', '2024-01-19')]
symbol: CVX
sector: Energy
Index: SP500
vol_30d_2yr: 237499572.65625
Sector 1YMF: -18.379974365234375
1YMF: -18.379974365234375
risk trend factor: -0.5020479120133474
beta debtToEquity dividendRate dividendYield earningsGrowth \
CVX 1.135294 24.919 5.68 0.0338 3.473
ebitda ebitdaMargins forwardPE grossMargins grossProfits \
CVX 38513999872 0.21779 16.25552 0.40935 66234000000
heldPercentInstitutions industry marketCap \
CVX 0.65877 Oil & Gas Integrated 298001596416
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
CVX 33087000576 0.12197 0.5113 0.6 2.19342
priceToSalesTrailing12Months profitMargins revenueGrowth revenuePerShare \
CVX 1.68511 0.11596 0.683 92.025
sector sharesOutstanding shortRatio totalCash totalCashPerShare \
CVX Energy 1927689984 2.19 5674999808 2.914
totalDebt totalRevenue trailingPE
CVX 34872000512 176843997184 29.884014
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 148.380005 | 156.731372 | 171.950159 | 187.168946 | 167.602064 | 6.751009 | 154.100046 | 181.104081 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| CVX | 1.062215 | 148.380005 | 237499572.65625 | 0.709826 | 0.658037 | 0.489333 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: ['mul', 'add', True] best inner cv score, sdev (11 folds): 358.07619625976594 505.4123046499837 test cv mean error, stdev (10 folds): 390.8189600260388 518.8379836210818 sell date: 2022-09-16 expected return: 0.11458809964025478 discounted return: 0.0012477308646337004 quarter return: 1.1215590034387684
['quarterly_balance_sheet', 2022-03-31 2021-12-31 2021-09-30 \
Total Stockholder Equity 1.390670e+11 1.390670e+11 1.358620e+11
Net Tangible Assets 1.346820e+11 1.346820e+11 1.314600e+11
Capital Surplus NaN 1.728200e+10 1.706200e+10
Total Liab NaN 9.959500e+10 1.032260e+11
Minority Interest NaN 8.730000e+08 8.600000e+08
Deferred Long Term Liab NaN 2.235000e+09 1.096200e+10
Other Current Liab NaN 1.700000e+09 1.467000e+09
Total Assets NaN 2.395350e+11 2.399480e+11
Common Stock NaN 1.832000e+09 1.832000e+09
Other Current Assets NaN 5.840000e+08 6.500000e+08
Retained Earnings NaN 1.655460e+11 1.630440e+11
Other Liab NaN 3.918300e+10 4.098200e+10
Good Will NaN 4.385000e+09 4.402000e+09
Treasury Stock NaN -4.559300e+10 -4.607600e+10
Other Assets NaN 1.008700e+10 1.436700e+10
Cash NaN 5.640000e+09 5.998000e+09
Total Current Liabilities NaN 2.679100e+10 2.518800e+10
Deferred Long Term Asset Charges NaN 5.659000e+09 NaN
Short Long Term Debt NaN 1.460000e+08 NaN
Other Stockholder Equity NaN -4.129000e+09 -4.658000e+09
Property Plant Equipment NaN 1.506290e+11 1.479450e+11
Total Current Assets NaN 3.373800e+10 3.213700e+10
Long Term Investments NaN 4.069600e+10 4.109700e+10
Short Term Investments NaN 3.500000e+07 3.400000e+07
Net Receivables NaN 1.816800e+10 1.616300e+10
Long Term Debt NaN 3.066400e+10 3.705600e+10
Inventory NaN 6.305000e+09 6.129000e+09
Accounts Payable NaN 1.645400e+10 1.530800e+10
2021-06-30
Total Stockholder Equity 1.331820e+11
Net Tangible Assets 1.287800e+11
Capital Surplus 1.704400e+10
Total Liab 1.088950e+11
Minority Interest 7.290000e+08
Deferred Long Term Liab 1.096100e+10
Other Current Liab 1.212000e+09
Total Assets 2.428060e+11
Common Stock 1.832000e+09
Other Current Assets 4.810000e+08
Retained Earnings 1.596400e+11
Other Liab 4.122700e+10
Good Will 4.402000e+09
Treasury Stock -4.533400e+10
Other Assets 1.367200e+10
Cash 7.527000e+09
Total Current Liabilities 2.814700e+10
Deferred Long Term Asset Charges NaN
Short Long Term Debt NaN
Other Stockholder Equity -4.535000e+09
Property Plant Equipment 1.512080e+11
Total Current Assets 3.297300e+10
Long Term Investments 4.055100e+10
Short Term Investments 3.400000e+07
Net Receivables 1.560200e+10
Long Term Debt 3.952100e+10
Inventory 6.239000e+09
Accounts Payable 1.471900e+10 ]
['quarterly_cashflow', 2022-03-31 2021-12-31 \
Change To Liabilities 0.000000e+00 1.633000e+09
Total Cashflows From Investing Activities -7.000000e+08 -1.389000e+09
Net Borrowings -2.000000e+09 -6.004000e+09
Total Cash From Financing Activities -1.400000e+09 -8.290000e+09
Change To Operating Activities -9.000000e+08 1.400000e+07
Issuance Of Stock 4.600000e+09 2.830000e+08
Net Income 6.259000e+09 5.055000e+09
Change In Cash 6.000000e+09 -2.300000e+08
Repurchase Of Stock -1.300000e+09 -1.300000e+09
Total Cash From Operating Activities 8.100000e+09 9.458000e+09
Depreciation 3.700000e+09 4.433000e+09
Dividends Paid -2.700000e+09 -2.567000e+09
Change To Netincome -9.590000e+08 -2.900000e+07
Capital Expenditures -2.000000e+09 -2.606000e+09
Investments NaN 4.160000e+08
Effect Of Exchange Rate NaN -9.000000e+06
Other Cashflows From Investing Activities NaN 1.200000e+07
Change To Inventory NaN -1.770000e+08
Change To Account Receivables NaN -1.856000e+09
Other Cashflows From Financing Activities NaN -2.000000e+06
2021-09-30 2021-06-30
Change To Liabilities 9.100000e+07 2.152000e+09
Total Cashflows From Investing Activities -1.341000e+09 -1.572000e+09
Net Borrowings -5.628000e+09 -2.463000e+09
Total Cash From Financing Activities -8.825000e+09 -4.945000e+09
Change To Operating Activities -1.990000e+08 2.300000e+07
Issuance Of Stock 2.830000e+08 1.060000e+08
Net Income 6.111000e+09 3.082000e+09
Change In Cash -1.663000e+09 4.240000e+08
Repurchase Of Stock -6.180000e+08 -6.180000e+08
Total Cash From Operating Activities 8.579000e+09 6.954000e+09
Depreciation 4.304000e+09 4.522000e+09
Dividends Paid -2.571000e+09 -2.573000e+09
Change To Netincome -1.303000e+09 -4.420000e+08
Capital Expenditures -1.907000e+09 -1.797000e+09
Investments 5.000000e+06 6.000000e+06
Effect Of Exchange Rate -7.600000e+07 -1.300000e+07
Other Cashflows From Investing Activities 3.500000e+08 1.400000e+07
Change To Inventory 1.180000e+08 -5.220000e+08
Change To Account Receivables -9.670000e+08 -1.898000e+09
Other Cashflows From Financing Activities -8.000000e+06 -1.500000e+07 ]
['quarterly_earnings', Revenue Earnings
Quarter
2Q2021 36117000000 3082000000
3Q2021 42552000000 6111000000
4Q2021 45861000000 5055000000
1Q2022 52314000000 6259000000]
['quarterly_financials', 2022-03-31 2021-12-31 \
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 9054000000.0 6985000000.0
Minority Interest NaN 873000000.0
Net Income 6259000000.0 5055000000.0
Selling General Administrative 6669000000.0 6864000000.0
Gross Profit 19665000000.0 18520000000.0
Ebit 7131000000.0 5283000000.0
Operating Income 7131000000.0 5283000000.0
Other Operating Expenses 2002000000.0 1782000000.0
Interest Expense -136000000.0 -155000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 2777000000.0 1903000000.0
Total Revenue 52314000000.0 45861000000.0
Total Operating Expenses 45183000000.0 40578000000.0
Cost Of Revenue 32649000000.0 27341000000.0
Total Other Income Expense Net 1923000000.0 1702000000.0
Discontinued Operations None None
Net Income From Continuing Ops 6277000000.0 5082000000.0
Net Income Applicable To Common Shares 6259000000.0 5055000000.0
2021-09-30 2021-06-30
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 8055000000.0 4422000000.0
Minority Interest 860000000.0 729000000.0
Net Income 6111000000.0 3082000000.0
Selling General Administrative 6110000000.0 6160000000.0
Gross Profit 18718000000.0 15488000000.0
Ebit 6063000000.0 3131000000.0
Operating Income 6063000000.0 3131000000.0
Other Operating Expenses 2083000000.0 1562000000.0
Interest Expense -174000000.0 -185000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 1940000000.0 1328000000.0
Total Revenue 42552000000.0 36117000000.0
Total Operating Expenses 36489000000.0 32986000000.0
Cost Of Revenue 23834000000.0 20629000000.0
Total Other Income Expense Net 1992000000.0 1291000000.0
Discontinued Operations None None
Net Income From Continuing Ops 6115000000.0 3094000000.0
Net Income Applicable To Common Shares 6111000000.0 3082000000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 Vanguard Total Stock Market Index Fund 54780688 2021-12-30
1 Select Sector SPDR Fund-Energy Select 51246464 2022-01-30
2 Vanguard 500 Index Fund 40823519 2021-12-30
3 SPDR S&P 500 ETF Trust 20503512 2022-01-30
4 Fidelity 500 Index Fund 19741038 2022-02-27
5 iShares Core S&P 500 ETF 16032863 2022-01-30
6 Vanguard Index-Value Index Fund 14729977 2021-12-30
7 Vanguard Institutional Index Fund-Institutiona... 14524646 2021-12-30
8 Washington Mutual Investors Fund 12690652 2022-01-30
9 Franklin Custodian Funds-Income Fund 12000000 2021-12-30
% Out Value
0 0.0279 6428513736
1 0.0261 6730198117
2 0.0208 4790639954
3 0.0104 2692726230
4 0.0100 2842709472
5 0.0082 2105595897
6 0.0075 1728562800
7 0.0074 1704467208
8 0.0065 1666663327
9 0.0061 1408200000 ]
['options', ('2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 10.63
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile 0
peerCount 66
governanceScore 9.95
environmentPercentile 0
animalTesting True
tobacco False
totalEsg 43
highestControversy 3
esgPerformance None
coal False
pesticides False
adult False
percentile 92.22
peerGroup Oil & Gas Producers
smallArms False
environmentScore 22.42
governancePercentile 0
militaryContract False]
symbol: CTRA
sector: Energy
Index: SP500
vol_30d_2yr: 166901859.9609375
Sector 1YMF: -5.129997253417969
1YMF: -5.129997253417969
risk trend factor: -0.5064163552240363
beta currentRatio debtToEquity dividendRate dividendYield \
CTRA -0.189215 1.751 29.377 0.6 0.0201
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
CTRA 2.487 2364999936 0.64441 7.722689 1148249984
grossMargins grossProfits heldPercentInstitutions industry \
CTRA 0.77684 2851000000 0.94558 Oil & Gas E&P
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
CTRA 22430345216 1667000064 0.45559 0.182 0.09
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
CTRA 4.737113 6.111811 0.31553 1.699
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
CTRA 0.08557 0.16538 4.191 7.296 Energy
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
CTRA 813577984 3.2 1036000000 1.273 3463000064
totalRevenue trailingPE
CTRA 3670000128 31.365187
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 26.540001 | 28.387845 | 33.230635 | 38.073425 | 29.960952 | 3.127376 | 23.706199 | 36.215704 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| CTRA | 1.576163 | 26.540001 | 166901859.960938 | 0.550516 | 0.345461 | 0.448893 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: [None, None] best inner cv score, sdev (11 folds): 9.14798122065995 10.976081716541326 test cv mean error, stdev (10 folds): 10.006804995399234 11.153853405723973 sell date: 2022-06-24 expected return: 0.022024965342179896 discounted return: 0.007288405208153881 quarter return: 1.9505307764744872
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Capital Surplus 1.091100e+10 1.823373e+09 1.815770e+09
Total Liab 8.112000e+09 2.404585e+09 2.310672e+09
Total Stockholder Equity 1.173800e+10 2.326112e+09 2.299895e+09
Deferred Long Term Liab 5.000000e+06 5.329000e+06 5.844000e+06
Other Current Liab 1.880000e+08 2.128940e+08 7.719900e+07
Total Assets 1.990000e+10 4.730697e+09 4.610567e+09
Common Stock 8.900000e+07 4.786200e+07 4.786200e+07
Other Current Assets 2.400000e+07 1.323500e+07 1.540000e+07
Retained Earnings 2.563000e+09 2.276071e+09 2.257320e+09
Other Liab 3.512000e+09 9.650310e+08 9.577370e+08
Treasury Stock -1.825000e+09 -1.821194e+09 -1.821057e+09
Other Assets 7.200000e+07 3.109900e+07 3.170800e+07
Cash 1.036000e+09 7.627000e+07 1.581470e+08
Total Current Liabilities 1.220000e+09 4.660100e+08 3.786840e+08
Other Stockholder Equity 1.000000e+06 2.007000e+06 2.144000e+06
Property Plant Equipment 1.769200e+10 4.256875e+09 4.182793e+09
Total Current Assets 2.136000e+09 4.427230e+08 3.960660e+08
Net Tangible Assets 1.173800e+10 2.326112e+09 2.299895e+09
Net Receivables 1.037000e+09 3.404370e+08 2.051240e+08
Long Term Debt 3.125000e+09 9.465090e+08 9.463160e+08
Inventory 3.900000e+07 1.278100e+07 1.739500e+07
Accounts Payable 7.470000e+08 2.271920e+08 1.662560e+08
Short Long Term Debt NaN NaN 1.000000e+08
2021-03-31
Capital Surplus 1.808232e+09
Total Liab 2.244882e+09
Total Stockholder Equity 2.305970e+09
Deferred Long Term Liab 6.360000e+06
Other Current Liab 1.989500e+07
Total Assets 4.550852e+09
Common Stock 4.783800e+07
Other Current Assets 2.198400e+07
Retained Earnings 2.270819e+09
Other Liab 9.549700e+08
Treasury Stock -1.820919e+09
Other Assets 3.078400e+07
Cash 1.736590e+08
Total Current Liabilities 3.150920e+08
Other Stockholder Equity 2.282000e+06
Property Plant Equipment 4.108153e+09
Total Current Assets 4.119150e+08
Net Tangible Assets 2.305970e+09
Net Receivables 2.004020e+08
Long Term Debt 9.461230e+08
Inventory 1.587000e+07
Accounts Payable 1.691010e+08
Short Long Term Debt 1.000000e+08 ]
['quarterly_cashflow', 2021-12-31 2021-09-30 \
Change To Liabilities -17390000.0 76262000.0
Total Cashflows From Investing Activities 771721000.0 -183894000.0
Net Borrowings -2000000.0 -100000000.0
Total Cash From Financing Activities -764618000.0 -143963000.0
Change To Operating Activities 17176000.0 -9218000.0
Net Income 938468000.0 62714000.0
Change In Cash 959440000.0 -82663000.0
Repurchase Of Stock -108431000.0 -108431000.0
Total Cash From Operating Activities 952337000.0 245194000.0
Depreciation 410014000.0 97289000.0
Dividends Paid -652187000.0 -43963000.0
Change To Inventory 2511000.0 4614000.0
Change To Account Receivables -159015000.0 -102009000.0
Other Cashflows From Financing Activities -2000000.0 -2000000.0
Change To Netincome -320852000.0 148138000.0
Capital Expenditures -268960000.0 -184101000.0
2021-06-30 2021-03-31
Change To Liabilities -15297000.0 3425000.0
Total Cashflows From Investing Activities -151302000.0 -123525000.0
Net Borrowings -100000000.0 -88000000.0
Total Cash From Financing Activities -43963000.0 -133456000.0
Change To Operating Activities 4956000.0 -13914000.0
Net Income 30464000.0 126354000.0
Change In Cash -16323000.0 33546000.0
Repurchase Of Stock -108431000.0 -5569000.0
Total Cash From Operating Activities 178942000.0 290527000.0
Depreciation 91549000.0 94148000.0
Dividends Paid -43963000.0 -39887000.0
Change To Inventory -1525000.0 -600000.0
Change To Account Receivables 15143000.0 16881000.0
Other Cashflows From Financing Activities -2000000.0 -2000000.0
Change To Netincome 92703000.0 40011000.0
Capital Expenditures -151322000.0 -123617000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 472918000 126354000
2Q2021 411788000 30464000
3Q2021 641678000 62714000
4Q2021 2143616000 938468000]
['quarterly_financials', 2021-12-31 2021-09-30 \
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 1214465000.0 83216000.0
Minority Interest None None
Net Income 938468000.0 62714000.0
Selling General Administrative 95410000.0 24998000.0
Gross Profit 1797984000.0 471530000.0
Ebit 1298389000.0 135756000.0
Operating Income 1298389000.0 135756000.0
Other Operating Expenses -14836000.0 209489000.0
Interest Expense -24488000.0 -12577000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 275997000.0 20502000.0
Total Revenue 2143616000.0 641678000.0
Total Operating Expenses 845227000.0 505922000.0
Cost Of Revenue 345632000.0 170148000.0
Total Other Income Expense Net -83924000.0 -52540000.0
Discontinued Operations None None
Net Income From Continuing Ops 938468000.0 62714000.0
Net Income Applicable To Common Shares 935468000.0 62714000.0
2021-06-30 2021-03-31
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 41304000.0 163015000.0
Minority Interest None None
Net Income 30464000.0 126354000.0
Selling General Administrative 16837000.0 26755000.0
Gross Profit 262146000.0 319340000.0
Ebit 60088000.0 177767000.0
Operating Income 60088000.0 177767000.0
Other Operating Expenses 91304000.0 18043000.0
Interest Expense -12558000.0 -12377000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 10840000.0 36661000.0
Total Revenue 411788000.0 472918000.0
Total Operating Expenses 351700000.0 295151000.0
Cost Of Revenue 149642000.0 153578000.0
Total Other Income Expense Net -18784000.0 -14752000.0
Discontinued Operations None None
Net Income From Continuing Ops 30464000.0 126354000.0
Net Income Applicable To Common Shares 30464000.0 126354000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 Select Sector SPDR Fund-Energy Select 23925372 2022-01-30
1 Vanguard Total Stock Market Index Fund 23123140 2021-12-30
2 Vanguard Small-Cap Index Fund 20493160 2021-12-30
3 Vanguard 500 Index Fund 17229139 2021-12-30
4 Washington Mutual Investors Fund 16985001 2022-01-30
5 Vanguard Fenway Funds-Equity Income Fund 16267453 2021-12-30
6 Income Fund of America Inc 13333912 2022-01-30
7 Vanguard Small-Cap Growth Index Fund 12758989 2021-12-30
8 Victory Portfolios-Sycamore Established Value ... 12049383 2022-01-30
9 Fundamental Investors Inc 11357657 2021-12-30
% Out Value
0 0.0297 523965646
1 0.0287 439339660
2 0.0254 389370040
3 0.0214 327353641
4 0.0211 371971521
5 0.0202 309081607
6 0.0165 292012672
7 0.0158 242420791
8 0.0150 263881487
9 0.0141 215795483 ]
['options', ('2022-07-15', '2022-09-16', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 14.01
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile 0
peerCount 66
governanceScore 9.28
environmentPercentile 0
animalTesting False
tobacco False
totalEsg 46.68
highestControversy 2
esgPerformance None
coal False
pesticides False
adult False
percentile 95.93
peerGroup Oil & Gas Producers
smallArms False
environmentScore 23.39
governancePercentile 0
militaryContract False]
symbol: DLTR
sector: Consumer Defensive
Index: SP500
vol_30d_2yr: 54464099.8046875
Sector 1YMF: -24.44001007080078
1YMF: -24.44001007080078
risk trend factor: -0.5098041868097398
beta currentRatio debtToEquity earningsGrowth ebitda \
DLTR 0.702813 1.464 120.278 0.481 2793100032
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
DLTR 0.10444 16.121374 83287504 0.3037 7746100000
heldPercentInstitutions industry marketCap operatingCashflow \
DLTR 1.01262 Discount Stores 33703608320 1413799936
operatingMargins payoutRatio pegRatio priceToBook \
DLTR 0.07706 0 1.15 4.106654
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
DLTR 1.260226 0.05571 0.284 0.05933
returnOnEquity revenueGrowth revenuePerShare sector \
DLTR 0.19035 0.065 118.376 Consumer Defensive
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
DLTR 224556000 1.34 1218499968 5.426 9912699904
totalRevenue trailingPE
DLTR 26744100864 22.869114
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 150.089996 | 127.330989 | 151.813809 | 176.296629 | 158.647302 | 10.32126 | 138.004781 | 179.289823 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| DLTR | 1.139688 | 150.089996 | 54464099.804688 | 0.708383 | 0.508611 | 0.437414 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -74.80001831054688 Sector Volume Factor: 1.4135920452708397 Sector Risk Trend Factor: -2.283970024749523 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: ['add', 'add', True] best inner cv score, sdev (11 folds): 229.2774322108454 335.5590360408042 test cv mean error, stdev (10 folds): 230.18291994580483 351.92450158537497 sell date: 2022-06-24 expected return: -0.0157532659049958 discounted return: -0.005278906452832355 quarter return: 0.6145003391173828
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 7.41
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 57
governanceScore 4.27
environmentPercentile None
animalTesting False
tobacco False
totalEsg 15.08
highestControversy 2
esgPerformance UNDER_PERF
coal False
pesticides False
adult False
percentile 9.94
peerGroup Retailing
smallArms False
environmentScore 3.4
governancePercentile None
militaryContract False]
symbol: EXLS
sector: error
sector: error
Index: SP600
vol_30d_2yr: 3597554.296875
Sector 1YMF: -13.410011291503906
1YMF: -13.410011291503906
risk trend factor: -0.516763501677879
Empty DataFrame
Columns: []
Index: [EXLS]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 134.259995 | 126.522812 | 140.06127 | 153.599727 | 140.494604 | 6.235211 | 128.024183 | 152.965025 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| EXLS | 1.162846 | 134.259995 | 3597554.296875 | 0.786612 | 0.946996 | 0.378357 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: ['add', 'add', False] best inner cv score, sdev (11 folds): 195.43581236748193 180.93710911963225 test cv mean error, stdev (10 folds): 207.63430624701405 185.40557073013994 sell date: 2022-08-26 expected return: 0.0346023544217277 discounted return: 0.0005155442755926387 quarter return: 1.0485600598459583
['options', ('2022-07-15',)]
symbol: PDCE
sector: Energy
Index: SP400
vol_30d_2yr: 24813862.890625
Sector 1YMF: -14.360000610351562
1YMF: -14.360000610351562
risk trend factor: -0.5396467599014401
beta currentRatio debtToEquity dividendRate dividendYield \
PDCE 2.747277 0.575 34.654 1.4 0.0193
ebitda ebitdaMargins forwardPE freeCashflow grossMargins \
PDCE 1255468032 0.45227 3.352418 598676224 0.89205
grossProfits heldPercentInstitutions industry marketCap \
PDCE 2111095000 0.97879 Oil & Gas E&P 6742601728
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
PDCE 1683784960 0.21746 0.1225 0.15 2.349685
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
PDCE 2.42894 0.1799 0.555 0.06877
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
PDCE 0.18662 0.877 28.416 Energy 99272704
shortRatio totalCash totalCashPerShare totalDebt totalRevenue \
PDCE 5.79 171156992 1.794 958110016 2775943936
trailingPE
PDCE 13.489574
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 64.779999 | 63.693839 | 77.329841 | 90.965843 | 73.805873 | 5.730229 | 62.345416 | 85.26633 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| PDCE | 1.314132 | 64.779999 | 24813862.890625 | 0.689138 | 0.390825 | 0.487351 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: ['mul', 'add', False] best inner cv score, sdev (11 folds): 66.24561130493544 64.85907656292328 test cv mean error, stdev (10 folds): 70.97253191847695 66.19371421688827 sell date: 2022-08-26 expected return: 0.2620658318403486 discounted return: 0.003532739518863126 quarter return: 1.3832548275684022
['options', ('2022-07-15', '2022-12-16')]
symbol: SAFT
sector: Financial Services
Index: SP600
vol_30d_2yr: 1389322.8515625
Sector 1YMF: -6.500007629394531
1YMF: -6.500007629394531
risk trend factor: -0.5453023882169435
beta currentRatio debtToEquity dividendRate dividendYield \
SAFT 0.32598 0.362 6.16 3.6 0.0431
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
SAFT -0.388 171688000 0.19402 20.597727 117472752
grossMargins grossProfits heldPercentInstitutions \
SAFT 0.18622 164792000 0.82232
industry marketCap operatingCashflow \
SAFT Insurance—Property & Casualty 1357836800 141394000
operatingMargins payoutRatio priceToBook priceToSalesTrailing12Months \
SAFT 0.18622 0.521 1.463096 1.534433
profitMargins quickRatio returnOnAssets returnOnEquity revenueGrowth \
SAFT 0.14771 0.256 0.04938 0.14428 -0.037
revenuePerShare sector sharesOutstanding shortRatio \
SAFT 59.675 Financial Services 14982200 2.86
totalCash totalCashPerShare totalDebt totalRevenue trailingPE
SAFT 63603000 4.335 57115000 884910976 8.88007
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 89.279999 | 86.491894 | 90.865079 | 95.238265 | 89.492857 | 2.644866 | 84.203125 | 94.782589 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| SAFT | 1.224409 | 89.279999 | 1389322.851562 | 0.813017 | 0.269829 | 0.424873 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -72.2699966430664 Sector Volume Factor: 1.2707168073107045 Sector Risk Trend Factor: -4.617890709055871 Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: ['mul', 'add', True] best inner cv score, sdev (11 folds): 47.8101573631191 50.640015715551954 test cv mean error, stdev (10 folds): 51.985035968313674 51.275015122121 sell date: 2022-08-12 expected return: 0.04790972663464705 discounted return: 0.0009003559134399541 quarter return: 1.0863196084034843
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Intangible Assets 7.302400e+07 7.644500e+07 7.443200e+07
Capital Surplus 2.160700e+08 2.145760e+08 2.130790e+08
Total Liab 1.190218e+09 1.216651e+09 1.187604e+09
Total Stockholder Equity 9.271730e+08 9.280770e+08 9.202990e+08
Other Current Liab 4.241170e+08 4.368100e+08 4.320800e+08
Total Assets 2.117391e+09 2.144728e+09 2.107903e+09
Common Stock 1.780000e+05 1.780000e+05 1.780000e+05
Other Current Assets 1.163020e+08 1.198060e+08 1.188030e+08
Retained Earnings 8.217430e+08 8.032480e+08 7.919210e+08
Other Liab 4.669800e+07 3.272100e+07 2.428000e+07
Treasury Stock -1.108180e+08 -8.992500e+07 -8.487900e+07
Other Assets 2.746100e+07 5.027100e+07 5.177200e+07
Cash 6.360300e+07 4.470300e+07 8.236400e+07
Total Current Liabilities 1.091144e+09 1.127828e+09 1.107200e+09
Other Stockholder Equity 2.457900e+07 3.390900e+07 3.895500e+07
Property Plant Equipment 5.055700e+07 2.731300e+07 2.857300e+07
Total Current Assets 3.952140e+08 3.943510e+08 4.317520e+08
Long Term Investments 1.571135e+09 1.596348e+09 1.521374e+09
Net Tangible Assets 9.271730e+08 9.280770e+08 9.202990e+08
Net Receivables 2.153090e+08 2.298420e+08 2.305850e+08
Long Term Debt 3.000000e+07 3.000000e+07 3.000000e+07
Accounts Payable 6.622880e+08 6.898070e+08 6.726710e+08
Short Term Investments NaN NaN NaN
2021-03-31
Intangible Assets 7.230300e+07
Capital Surplus 2.116380e+08
Total Liab 1.155407e+09
Total Stockholder Equity 8.902530e+08
Other Current Liab 4.184420e+08
Total Assets 2.045660e+09
Common Stock 1.780000e+05
Other Current Assets 1.251720e+08
Retained Earnings 7.677440e+08
Other Liab 2.594200e+07
Treasury Stock -8.930700e+07
Other Assets 4.907900e+07
Cash 5.156300e+07
Total Current Liabilities 1.073364e+09
Other Stockholder Equity 3.452700e+07
Property Plant Equipment 2.980100e+07
Total Current Assets 3.889220e+08
Long Term Investments 1.505555e+09
Net Tangible Assets 8.902530e+08
Net Receivables 2.117400e+08
Long Term Debt 3.000000e+07
Accounts Payable 6.512220e+08
Short Term Investments 4.470000e+05 ]
['quarterly_cashflow', 2021-12-31 2021-09-30 2021-06-30 \
Investments 14386000.0 -70860000.0 -3349000.0
Change To Liabilities -8686000.0 13090000.0 27906000.0
Total Cashflows From Investing Activities 13016000.0 -72290000.0 -5901000.0
Total Cash From Financing Activities -24926000.0 -13365000.0 -13365000.0
Change To Operating Activities 4095000.0 11949000.0 6046000.0
Net Income 32049000.0 24820000.0 37667000.0
Change In Cash 18900000.0 -37661000.0 30801000.0
Repurchase Of Stock -11563000.0 -11563000.0 -11563000.0
Total Cash From Operating Activities 30810000.0 47994000.0 50067000.0
Depreciation 1903000.0 1577000.0 1533000.0
Dividends Paid -13363000.0 -13365000.0 -13365000.0
Change To Account Receivables 12821000.0 -552000.0 -12307000.0
Change To Netincome -7221000.0 -568000.0 -9688000.0
Capital Expenditures -1370000.0 -1430000.0 -2552000.0
2021-03-31
Investments 2059000.0
Change To Liabilities -43600000.0
Total Cashflows From Investing Activities -814000.0
Total Cash From Financing Activities -13915000.0
Change To Operating Activities 15448000.0
Net Income 36174000.0
Change In Cash -2206000.0
Repurchase Of Stock -11563000.0
Total Cash From Operating Activities 12523000.0
Depreciation 1883000.0
Dividends Paid -13915000.0
Change To Account Receivables 8232000.0
Change To Netincome -11948000.0
Capital Expenditures -2873000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 221908000 36174000
2Q2021 222875000 37667000
3Q2021 213708000 24820000
4Q2021 226420000 32049000]
['quarterly_financials', 2021-12-31 2021-09-30 2021-06-30 \
Research Development None None None
Effect Of Accounting Charges None None None
Income Before Tax 40358000.0 31157000.0 47495000.0
Minority Interest None None None
Net Income 32049000.0 24820000.0 37667000.0
Selling General Administrative None None None
Gross Profit 40490000.0 31288000.0 47625000.0
Ebit 40490000.0 31288000.0 47625000.0
Operating Income 40490000.0 31288000.0 47625000.0
Other Operating Expenses None None None
Interest Expense -132000.0 -131000.0 -130000.0
Extraordinary Items None None None
Non Recurring None None None
Other Items None None None
Income Tax Expense 8309000.0 6337000.0 9828000.0
Total Revenue 226420000.0 213708000.0 222875000.0
Total Operating Expenses 185930000.0 182420000.0 175250000.0
Cost Of Revenue 185930000.0 182420000.0 175250000.0
Total Other Income Expense Net -132000.0 -131000.0 -130000.0
Discontinued Operations None None None
Net Income From Continuing Ops 32049000.0 24820000.0 37667000.0
Net Income Applicable To Common Shares 33058000.0 24713000.0 37501000.0
2021-03-31
Research Development None
Effect Of Accounting Charges None
Income Before Tax 45260000.0
Minority Interest None
Net Income 36174000.0
Selling General Administrative None
Gross Profit 45389000.0
Ebit 45389000.0
Operating Income 45389000.0
Other Operating Expenses None
Interest Expense -129000.0
Extraordinary Items None
Non Recurring None
Other Items None
Income Tax Expense 9086000.0
Total Revenue 221908000.0
Total Operating Expenses 176519000.0
Cost Of Revenue 176519000.0
Total Other Income Expense Net -129000.0
Discontinued Operations None
Net Income From Continuing Ops 36174000.0
Net Income Applicable To Common Shares 36011000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 iShares Core S&P Smallcap ETF 1002230 2022-01-30
1 Vanguard Total Stock Market Index Fund 405774 2021-12-30
2 Vanguard Small-Cap Index Fund 365625 2021-12-30
3 iShares Russell 2000 ETF 334305 2022-01-30
4 iShares S&P Smallcap 600 Value ETF 235343 2022-01-30
5 Vanguard Small Cap Value Index Fund 227260 2021-12-30
6 Vanguard Extended Market Index Fund 183794 2021-12-30
7 Schwab Strategic Tr-Schwab U.S. Dividend Equit... 165034 2022-02-27
8 SSgA SPDR ETFS Europe I-SPDR S&P Glbl Div Aris... 163308 2022-02-27
9 iShares Russell 2000 Value ETF 155313 2022-01-30
% Out Value
0 0.0680 82513595
1 0.0275 34502963
2 0.0248 31089093
3 0.0227 27523330
4 0.0160 19375789
5 0.0154 19323917
6 0.0125 15628003
7 0.0112 13770436
8 0.0111 13626419
9 0.0105 12786919 ]
['options', ('2022-08-19',)]
symbol: RRC
sector: Energy
Index: SP400
vol_30d_2yr: 120549255.6640625
Sector 1YMF: -6.6699981689453125
1YMF: -6.6699981689453125
risk trend factor: -0.5642977510548108
beta currentRatio debtToEquity ebitda ebitdaMargins forwardPE \
RRC 1.988656 0.246 162.685 458860992 0.11425 5.124756
freeCashflow grossMargins grossProfits heldPercentInstitutions \
RRC 838692352 0.57877 1937478000 0.87178
industry marketCap operatingCashflow operatingMargins payoutRatio \
RRC Oil & Gas E&P 7092963328 1090109952 0.02264 0
pegRatio priceToBook priceToSalesTrailing12Months profitMargins \
RRC 0.29 3.976706 1.766035 -0.01797
quickRatio returnOnAssets returnOnEquity revenueGrowth revenuePerShare \
RRC 0.238 0.00892 -0.04423 0.637 16.483
sector sharesOutstanding shortRatio totalCash totalCashPerShare \
RRC Energy 269796992 3.45 112931000 0.453
totalDebt totalRevenue
RRC 2603130112 4016321024
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 26.290001 | 26.463464 | 32.556032 | 38.6486 | 31.029206 | 2.69788 | 25.633446 | 36.424967 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| RRC | 0.930726 | 26.290001 | 120549255.664062 | 0.655439 | 0.472816 | 0.488191 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: [None, None] best inner cv score, sdev (11 folds): 11.350390166821414 13.920119245774876 test cv mean error, stdev (10 folds): 12.432072852818898 14.151900226937626 sell date: 2022-06-24 expected return: 2.7003482450182074e-05 discounted return: 9.001079797066325e-06 quarter return: 1.0008284385802946
['options', ('2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore None
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 66
governanceScore None
environmentPercentile None
animalTesting False
tobacco False
totalEsg 33.07
highestControversy 2
esgPerformance OUT_PERF
coal False
pesticides False
adult False
percentile 72.13
peerGroup Oil & Gas Producers
smallArms False
environmentScore None
governancePercentile None
militaryContract False]
symbol: HES
sector: Energy
Index: SP500
vol_30d_2yr: 48039294.53125
Sector 1YMF: -18.849990844726562
1YMF: -18.849990844726562
risk trend factor: -0.5769815579795349
beta currentRatio debtToEquity dividendRate dividendYield \
HES 1.670145 1.418 122.347 1.5 0.0146
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
HES 0.634 3804000000 0.49454 9.368695 1165250048
grossMargins grossProfits heldPercentInstitutions industry \
HES 0.71425 5267000000 0.85667 Oil & Gas E&P
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
HES 33535475712 2143000064 0.3007 0.4828 0.18
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
HES 5.288631 4.359786 0.09412 1.257
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
HES 0.07461 0.1547 0.21 24.96 Energy
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
HES 311263008 2.98 1370000000 4.424 8622999552
totalRevenue trailingPE
HES 7692000256 46.161095
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 102.870003 | 107.522864 | 120.951428 | 134.379992 | 113.081428 | 7.84924 | 97.382949 | 128.779908 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| HES | 1.067832 | 102.870003 | 48039294.53125 | 0.704306 | 0.762574 | 0.442601 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: ['add', 'add', False] best inner cv score, sdev (11 folds): 184.0530515063362 131.95907753379447 test cv mean error, stdev (10 folds): 199.07108097023448 129.12625342692718 sell date: 2022-09-16 expected return: 0.18785558419968673 discounted return: 0.0019806906069381736 quarter return: 1.19966614976527
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 6.36
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 66
governanceScore 6.97
environmentPercentile None
animalTesting False
tobacco False
totalEsg 31.78
highestControversy 2
esgPerformance OUT_PERF
coal False
pesticides False
adult False
percentile 68.13
peerGroup Oil & Gas Producers
smallArms False
environmentScore 18.44
governancePercentile None
militaryContract False]
symbol: VRTX
sector: Healthcare
Index: SP500
vol_30d_2yr: 38800428.125
Sector 1YMF: -30.810012817382812
1YMF: -30.810012817382812
risk trend factor: -0.6309648097901237
beta currentRatio debtToEquity earningsGrowth ebitda \
VRTX 0.549001 4.752 7.999 0.189 3061199872
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
VRTX 0.38517 17.509398 1882163968 0.4956 3619100000
heldPercentInstitutions industry marketCap operatingCashflow \
VRTX 0.94064 Biotechnology 69097603072 2678700032
operatingMargins payoutRatio pegRatio priceToBook \
VRTX 0.36848 0 1.59 6.330725
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
VRTX 8.694147 0.30841 4.372 0.13881
returnOnEquity revenueGrowth revenuePerShare sector \
VRTX 0.2465 0.216 30.97 Healthcare
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
VRTX 255756000 2.03 8238099968 32.211 872499968
totalRevenue trailingPE
VRTX 7947599872 28.513985
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 263.089996 | 245.480961 | 263.090794 | 280.700626 | 264.090635 | 12.86454 | 238.361554 | 289.819715 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VRTX | 0.879467 | 263.089996 | 38800428.125 | 0.668594 | 0.264015 | 0.438798 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -122.20997619628906 Sector Volume Factor: 1.2238851152317325 Sector Risk Trend Factor: -3.3236323632363236 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: [None, 'mul', False] best inner cv score, sdev (11 folds): 1124.977474329419 1540.4240793387437 test cv mean error, stdev (10 folds): 1046.6925873956766 1594.6105446745732 sell date: 2022-09-23 expected return: 0.07729698315028159 discounted return: 0.0007923894187280567 quarter return: 1.0755917327908011
['options', ('2022-07-15', '2022-09-16', '2023-01-20', '2024-01-19', '2026-03-20')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 15.22
nuclear False
furLeather False
alcoholic False
gmo False
catholic True
socialPercentile None
peerCount 83
governanceScore 7.4
environmentPercentile None
animalTesting True
tobacco False
totalEsg 23.33
highestControversy 2
esgPerformance AVG_PERF
coal False
pesticides False
adult False
percentile 36.46
peerGroup Pharmaceuticals
smallArms False
environmentScore 0.71
governancePercentile None
militaryContract False]
symbol: HALO
sector: Healthcare
Index: SP400
vol_30d_2yr: 23895179.6875
Sector 1YMF: -7.439998626708984
1YMF: -7.439998626708984
risk trend factor: -0.6397246726921165
beta currentRatio debtToEquity earningsGrowth ebitda \
HALO 1.317156 7.907 446.55 -0.093 277299008
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
HALO 0.62552 17.074625 197384992 0.73588 326225000
heldPercentInstitutions industry marketCap operatingCashflow \
HALO 0.9669 Biotechnology 6442413056 299440000
operatingMargins payoutRatio pegRatio priceToBook \
HALO 0.62237 0 0.92 22.891445
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
HALO 14.532523 0.90842 7.101 0.20475
returnOnEquity revenueGrowth revenuePerShare sector \
HALO 2.31442 -0.162 3.152 Healthcare
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
HALO 140787008 8.67 740921984 5.381 879494016
totalRevenue trailingPE
HALO 443310016 16.454514
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 44.139999 | 42.492536 | 44.943651 | 47.394766 | 42.266984 | 2.620388 | 37.026208 | 47.50776 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| HALO | 0.928279 | 44.139999 | 23895179.6875 | 0.628597 | 0.811654 | 0.443799 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -122.20997619628906 Sector Volume Factor: 1.2238851152317325 Sector Risk Trend Factor: -3.3236323632363236 Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: [None, 'mul', False] best inner cv score, sdev (11 folds): 24.15045102354766 24.173104028292965 test cv mean error, stdev (10 folds): 26.226304209301514 24.400247241995316 sell date: 2022-09-23 expected return: 0.02376342898228762 discounted return: 0.0002498766771914518 quarter return: 1.0232519914770084
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Capital Surplus 2.563470e+08 4.072290e+08 4.618970e+08
Total Liab 9.074760e+08 9.037460e+08 9.061150e+08
Total Stockholder Equity 1.969530e+08 2.816740e+08 1.197480e+08
Other Current Liab 1.746000e+06 2.245000e+06 1.247000e+06
Total Assets 1.104429e+09 1.185420e+09 1.025863e+09
Common Stock 1.380000e+05 1.410000e+05 1.420000e+05
Retained Earnings -5.891200e+07 -1.256820e+08 -3.422670e+08
Other Liab 2.965000e+06 2.530000e+06 4.026000e+06
Treasury Stock -6.200000e+05 -1.400000e+04 -2.400000e+04
Other Assets 1.693480e+08 1.585330e+08 1.598100e+07
Cash 1.187190e+08 4.916830e+08 4.469660e+08
Total Current Liabilities 1.171470e+08 1.131530e+08 1.142510e+08
Deferred Long Term Asset Charges 1.554340e+08 1.424810e+08 NaN
Short Long Term Debt 8.941900e+07 8.925100e+07 8.916700e+07
Other Stockholder Equity -6.200000e+05 -1.400000e+04 -2.400000e+04
Property Plant Equipment 8.794000e+06 9.588000e+06 1.013200e+07
Total Current Assets 9.262870e+08 1.017299e+09 9.997500e+08
Net Tangible Assets 1.969530e+08 2.816740e+08 1.197480e+08
Short Term Investments 6.222030e+08 3.242370e+08 3.083430e+08
Net Receivables 9.097500e+07 1.120990e+08 1.531960e+08
Long Term Debt 7.872550e+08 7.864540e+08 7.855710e+08
Inventory 5.390800e+07 5.597800e+07 5.855400e+07
Accounts Payable 1.541000e+06 3.322000e+06 4.563000e+06
2021-03-31
Capital Surplus 501186000.0
Total Liab 898987000.0
Total Stockholder Equity 67595000.0
Other Current Liab 1746000.0
Total Assets 966582000.0
Common Stock 143000.0
Retained Earnings -433725000.0
Other Liab 4337000.0
Treasury Stock -9000.0
Other Assets 14497000.0
Cash 499450000.0
Total Current Liabilities 107421000.0
Deferred Long Term Asset Charges NaN
Short Long Term Debt 89042000.0
Other Stockholder Equity -9000.0
Property Plant Equipment 10366000.0
Total Current Assets 941719000.0
Net Tangible Assets 67595000.0
Short Term Investments 264856000.0
Net Receivables 88391000.0
Long Term Debt 784731000.0
Inventory 58343000.0
Accounts Payable 535000.0 ]
['quarterly_cashflow', 2021-12-31 2021-09-30 \
Investments -299311000.0 -16458000.0
Change To Liabilities 3473000.0 -2513000.0
Total Cashflows From Investing Activities -299469000.0 -16954000.0
Total Cash From Financing Activities -156011000.0 -60068000.0
Change To Operating Activities -5042000.0 -682000.0
Issuance Of Stock 4310000.0 4648000.0
Net Income 66770000.0 216587000.0
Change In Cash -372964000.0 44717000.0
Repurchase Of Stock -160321000.0 -64716000.0
Total Cash From Operating Activities 82516000.0 121739000.0
Depreciation 773000.0 751000.0
Change To Inventory 2219000.0 2725000.0
Change To Account Receivables 21124000.0 41097000.0
Change To Netincome -7769000.0 -137194000.0
Capital Expenditures -158000.0 -496000.0
Other Cashflows From Financing Activities NaN NaN
Net Borrowings NaN NaN
2021-06-30 2021-03-31
Investments -44083000.0 -44980000.0
Change To Liabilities 6833000.0 -6626000.0
Total Cashflows From Investing Activities -44616000.0 -45250000.0
Total Cash From Financing Activities -44757000.0 338701000.0
Change To Operating Activities -3496000.0 -2335000.0
Issuance Of Stock 3578000.0 3578000.0
Net Income 91458000.0 27895000.0
Change In Cash -52484000.0 351747000.0
Repurchase Of Stock -48240000.0 -76781000.0
Total Cash From Operating Activities 36889000.0 58296000.0
Depreciation 735000.0 738000.0
Change To Inventory -86000.0 2513000.0
Change To Account Receivables -64805000.0 9339000.0
Change To Netincome 5285000.0 26031000.0
Capital Expenditures -533000.0 -270000.0
Other Cashflows From Financing Activities -95000.0 -329000.0
Net Borrowings NaN 415811000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 89022000 27895000
2Q2021 136455000 91458000
3Q2021 115830000 216587000
4Q2021 102003000 66770000]
['quarterly_financials', 2021-12-31 2021-09-30 2021-06-30 \
Research Development None None None
Effect Of Accounting Charges None None None
Income Before Tax 54810000.0 74106000.0 91516000.0
Minority Interest None None None
Net Income 66770000.0 216587000.0 91458000.0
Selling General Administrative 13774000.0 13169000.0 12321000.0
Gross Profit 70308000.0 88755000.0 105368000.0
Ebit 56534000.0 75586000.0 93047000.0
Operating Income 56534000.0 75586000.0 93047000.0
Other Operating Expenses None None None
Interest Expense -2055000.0 -1754000.0 -1752000.0
Extraordinary Items None None None
Non Recurring None None None
Other Items None None None
Income Tax Expense -11960000.0 -142481000.0 58000.0
Total Revenue 102003000.0 115830000.0 136455000.0
Total Operating Expenses 45469000.0 40244000.0 43408000.0
Cost Of Revenue 31695000.0 27075000.0 31087000.0
Total Other Income Expense Net -1724000.0 -1480000.0 -1531000.0
Discontinued Operations None None None
Net Income From Continuing Ops 66770000.0 216587000.0 91458000.0
Net Income Applicable To Common Shares 66770000.0 216587000.0 91458000.0
2021-03-31
Research Development None
Effect Of Accounting Charges None
Income Before Tax 28086000.0
Minority Interest None
Net Income 27895000.0
Selling General Administrative 11059000.0
Gross Profit 61794000.0
Ebit 50735000.0
Operating Income 50735000.0
Other Operating Expenses None
Interest Expense -1965000.0
Extraordinary Items None
Non Recurring None
Other Items None
Income Tax Expense 191000.0
Total Revenue 89022000.0
Total Operating Expenses 38287000.0
Cost Of Revenue 27228000.0
Total Other Income Expense Net -22649000.0
Discontinued Operations None
Net Income From Continuing Ops 27895000.0
Net Income Applicable To Common Shares 27895000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 Artisan Small Cap Fund 4559968 2021-12-30
1 Vanguard Total Stock Market Index Fund 4001847 2021-12-30
2 iShares Core S&P Midcap ETF 3916016 2022-01-30
3 Vanguard Small-Cap Index Fund 3542071 2021-12-30
4 iShares Russell 2000 ETF 3147979 2022-01-30
5 Vanguard Small-Cap Growth Index Fund 2205668 2021-12-30
6 JP Morgan Small Cap Growth Fund 2045628 2021-12-30
7 Vanguard Extended Market Index Fund 1844833 2021-12-30
8 SPDR (R) Ser Tr-SPDR (R) S&P (R) Biotech ETF 1788558 2022-01-30
9 Delaware Group Equity Fds V-Small Cap Core Fund 1749009 2022-02-27
% Out Value
0 0.0331 183356313
1 0.0290 160914267
2 0.0284 135533313
3 0.0257 142426674
4 0.0228 108951553
5 0.0160 88689910
6 0.0148 82254701
7 0.0134 74180734
8 0.0130 61901992
9 0.0127 62037349 ]
['options', ('2023-01-20',)]
symbol: CSL
sector: error
sector: error
Index: SP400
vol_30d_2yr: 6905512.5
Sector 1YMF: -29.350021362304688
1YMF: -29.350021362304688
risk trend factor: -0.659254684314124
Empty DataFrame
Columns: []
Index: [CSL]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 234.559998 | 232.555741 | 252.299205 | 272.042669 | 250.260634 | 9.078125 | 232.104383 | 268.416885 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| CSL | 0.893561 | 234.559998 | 6905512.5 | 0.754731 | 0.961206 | 0.453537 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: ['add', 'add', False] best inner cv score, sdev (11 folds): 497.44210311419135 367.56321843453946 test cv mean error, stdev (10 folds): 491.75238336768535 385.04157563310724 sell date: 2022-08-26 expected return: 0.13233119987916436 discounted return: 0.001884781796564594 quarter return: 1.1891475665568259
symbol: NFG
sector: Energy
Index: SP400
vol_30d_2yr: 10051408.984375
Sector 1YMF: -7.5399932861328125
1YMF: -7.5399932861328125
risk trend factor: -0.6904756914314619
beta currentRatio debtToEquity dividendRate dividendYield \
NFG 0.65625 0.335 153.726 1.82 0.0245
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
NFG 0.48 1072884992 0.5368 10.970457 493999136
grossMargins grossProfits heldPercentInstitutions industry \
NFG 0.59349 1095026000 0.77105 Oil & Gas Integrated
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
NFG 6792414208 800038976 0.36285 0.3534 1.31
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
NFG 3.644438 3.398482 0.23674 0.222
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
NFG 0.06076 0.23881 0.273 21.899 Energy
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
NFG 91455696 4.03 52569000 0.575 2864929024
totalRevenue trailingPE
NFG 1998660992 14.41576
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 65.440002 | 66.196732 | 71.468095 | 76.739458 | 70.233492 | 2.539221 | 65.155049 | 75.311934 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| NFG | 1.09896 | 65.440002 | 10051408.984375 | 0.723622 | 0.865522 | 0.460844 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: ['mul', 'mul', False] best inner cv score, sdev (11 folds): 18.324751022896383 15.305701409078265 test cv mean error, stdev (10 folds): 19.906571799109706 15.171302246599126 sell date: 2022-08-05 expected return: 0.11401440923268055 discounted return: 0.0024022157322063364 quarter return: 1.2469976999759442
['options', ('2022-07-15',)]
symbol: CAL
sector: Consumer Cyclical
Index: SP600
vol_30d_2yr: 13624561.71875
Sector 1YMF: -7.140003204345703
1YMF: -7.140003204345703
risk trend factor: -0.6945527944974851
beta currentRatio debtToEquity dividendRate dividendYield \
CAL 2.094642 0.873 244.795 0.28 0.0094
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
CAL 7.25 304267264 0.10587 6.081197 54009248
grossMargins grossProfits heldPercentInstitutions industry \
CAL 0.44516 1227317000 0.91787 Footwear & Accessories
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
CAL 1080626176 117749000 0.08979 0.0593 0.42
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
CAL 2.925576 0.37599 0.06311 0.201
returnOnAssets returnOnEquity revenueGrowth revenuePerShare \
CAL 0.08646 0.64377 0.151 78.491
sector sharesOutstanding shortRatio totalCash \
CAL Consumer Cyclical 37970000 5.05 33717000
totalCashPerShare totalDebt totalRevenue trailingPE
CAL 0.931 876433984 2874084096 6.039898
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 26.639999 | 22.439922 | 26.988988 | 31.538054 | 23.684434 | 3.140914 | 17.402605 | 29.966263 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| CAL | 1.602114 | 26.639999 | 13624561.71875 | 0.862213 | 0.419124 | 0.505546 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -359.96002197265625 Sector Volume Factor: 1.2928194874233667 Sector Risk Trend Factor: -4.72140697901556 Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: ['mul', 'mul', True] best inner cv score, sdev (11 folds): 17.44976259274631 17.138795077741438 test cv mean error, stdev (10 folds): 18.966261548169626 17.25730788695117 sell date: 2022-07-22 expected return: 0.14165672602882232 discounted return: 0.004282708433753113 quarter return: 1.481667086874155
['options', ('2022-08-19', '2022-12-16')]
symbol: UNM
sector: Financial Services
Index: SP400
vol_30d_2yr: 53508487.6953125
Sector 1YMF: -5.059993743896484
1YMF: -5.059993743896484
risk trend factor: -0.6950538380399589
beta currentRatio debtToEquity dividendRate dividendYield \
UNM 1.514215 24.407 30.875 1.2 0.0348
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
UNM 0.179 1461100032 0.12162 6.720238 799987520
grossMargins grossProfits heldPercentInstitutions industry \
UNM 0.27461 3299100000 0.88459 Insurance—Life
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
UNM 6924822528 1387500032 0.11165 0.2622 0.65
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
UNM 0.62269 0.576406 0.0686 5.019
returnOnAssets returnOnEquity revenueGrowth revenuePerShare \
UNM 0.01191 0.07396 -0.303 58.824
sector sharesOutstanding shortRatio totalCash \
UNM Financial Services 204452992 2.79 1463000064
totalCashPerShare totalDebt totalRevenue trailingPE
UNM 7.222 3524800000 12013800448 8.680163
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 32.560001 | 32.487871 | 35.250159 | 38.012447 | 33.449206 | 2.08965 | 29.269907 | 37.628506 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| UNM | 0.872299 | 32.560001 | 53508487.695312 | 0.778725 | 0.43303 | 0.490172 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -72.2699966430664 Sector Volume Factor: 1.2707168073107045 Sector Risk Trend Factor: -4.617890709055871 Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: ['add', 'add', True] best inner cv score, sdev (11 folds): 20.100653539102222 26.485584963928066 test cv mean error, stdev (10 folds): 21.693368025080964 27.271432900194995 sell date: 2022-07-22 expected return: 0.047464583079583816 discounted return: 0.001497008475643824 quarter return: 1.1475414622098499
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Intangible Assets 2.281000e+09 2.231500e+09 2.235700e+09
Capital Surplus 2.408100e+09 2.398500e+09 2.386800e+09
Total Liab 5.869920e+10 5.947970e+10 5.986040e+10
Total Stockholder Equity 1.141640e+10 1.111820e+10 1.094750e+10
Other Current Liab 5.717000e+08 5.090000e+08 5.957000e+08
Total Assets 7.011560e+10 7.059790e+10 7.080790e+10
Common Stock 3.070000e+07 3.070000e+07 3.070000e+07
Other Current Assets 1.152200e+10 1.170400e+10 1.202560e+10
Retained Earnings 1.185320e+10 1.175480e+10 1.148760e+10
Other Liab 5.460270e+10 5.552930e+10 5.582330e+10
Good Will 3.522000e+08 3.521000e+08 3.533000e+08
Treasury Stock -2.875600e+09 -3.065800e+09 -2.957600e+09
Other Assets 7.966200e+09 7.985200e+09 7.792900e+09
Cash 7.500000e+07 1.217000e+08 1.231000e+08
Total Current Liabilities 5.943000e+08 5.090000e+08 5.957000e+08
Other Stockholder Equity 3.541000e+08 1.139000e+08 2.221000e+08
Property Plant Equipment 5.118000e+08 4.625000e+08 4.998000e+08
Total Current Assets 1.450490e+10 1.484430e+10 1.537290e+10
Long Term Investments 4.449950e+10 4.472230e+10 4.455330e+10
Net Tangible Assets 1.106420e+10 1.076610e+10 1.059420e+10
Short Term Investments 1.388000e+09 1.472700e+09 1.596600e+09
Net Receivables 1.519900e+09 1.545900e+09 1.627600e+09
Long Term Debt 3.442200e+09 3.441400e+09 3.441400e+09
2021-03-31
Intangible Assets 2.254800e+09
Capital Surplus 2.380800e+09
Total Liab 5.868650e+10
Total Stockholder Equity 1.057010e+10
Other Current Liab 5.028000e+08
Total Assets 6.925660e+10
Common Stock 3.070000e+07
Other Current Assets 1.221890e+10
Retained Earnings 1.136320e+10
Other Liab 5.483690e+10
Good Will 3.530000e+08
Treasury Stock -3.204600e+09
Other Assets 7.858300e+09
Cash 5.618000e+08
Total Current Liabilities 5.028000e+08
Other Stockholder Equity -2.490000e+07
Property Plant Equipment 5.006000e+08
Total Current Assets 1.523620e+10
Long Term Investments 4.305370e+10
Net Tangible Assets 1.021710e+10
Short Term Investments 7.561000e+08
Net Receivables 1.699400e+09
Long Term Debt 3.346800e+09 ]
['quarterly_cashflow', 2021-12-31 2021-09-30 \
Investments -306600000.0 -351100000.0
Change To Liabilities 0.0 0.0
Total Cashflows From Investing Activities -434800000.0 -399100000.0
Total Cash From Financing Activities -100000.0 -57400000.0
Change To Operating Activities -47900000.0 -144100000.0
Issuance Of Stock 1500000.0 900000.0
Net Income 159700000.0 328600000.0
Change In Cash -46700000.0 -1400000.0
Repurchase Of Stock -50000000.0 -50000000.0
Total Cash From Operating Activities 388200000.0 455100000.0
Depreciation 29800000.0 30400000.0
Other Cashflows From Investing Activities -100300000.0 -23200000.0
Dividends Paid -61400000.0 -61300000.0
Change To Account Receivables 250800000.0 145700000.0
Other Cashflows From Financing Activities 109800000.0 3000000.0
Change To Netincome -94500000.0 74700000.0
Capital Expenditures -27900000.0 -24800000.0
Net Borrowings NaN NaN
2021-06-30 2021-03-31
Investments -1.125300e+09 603400000.0
Change To Liabilities 0.000000e+00 0.0
Total Cashflows From Investing Activities -1.095300e+09 588600000.0
Total Cash From Financing Activities -4.960000e+07 -61800000.0
Change To Operating Activities 1.010000e+08 254500000.0
Issuance Of Stock 6.000000e+05 800000.0
Net Income 1.829000e+08 153000000.0
Change In Cash -4.387000e+08 364800000.0
Repurchase Of Stock -5.000000e+07 -50000000.0
Total Cash From Operating Activities 7.062000e+08 -162000000.0
Depreciation 3.030000e+07 29300000.0
Other Cashflows From Investing Activities 5.670000e+07 16100000.0
Dividends Paid -5.830000e+07 -58400000.0
Change To Account Receivables 2.770000e+08 4500000.0
Other Cashflows From Financing Activities -8.000000e+07 -4200000.0
Change To Netincome -2.530000e+07 -648200000.0
Capital Expenditures -2.670000e+07 -30900000.0
Net Borrowings 8.810000e+07 88100000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 3072000000 153000000
2Q2021 2993000000 182900000
3Q2021 2969700000 328600000
4Q2021 2979100000 159700000]
['quarterly_financials', 2021-12-31 2021-09-30 \
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 191700000.0 409900000.0
Minority Interest None None
Net Income 159700000.0 328600000.0
Selling General Administrative 249300000.0 241600000.0
Gross Profit 753400000.0 947700000.0
Ebit 242300000.0 466700000.0
Operating Income 242300000.0 466700000.0
Other Operating Expenses 261800000.0 239400000.0
Interest Expense -50600000.0 -44700000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 32000000.0 81300000.0
Total Revenue 2979100000.0 2969700000.0
Total Operating Expenses 2736800000.0 2503000000.0
Cost Of Revenue 2225700000.0 2022000000.0
Total Other Income Expense Net -50600000.0 -56800000.0
Discontinued Operations None None
Net Income From Continuing Ops 159700000.0 328600000.0
Net Income Applicable To Common Shares 159700000.0 328600000.0
2021-06-30 2021-03-31
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 262600000.0 198800000.0
Minority Interest None None
Net Income 182900000.0 153000000.0
Selling General Administrative 247400000.0 236900000.0
Gross Profit 872900000.0 725100000.0
Ebit 389100000.0 243200000.0
Operating Income 389100000.0 243200000.0
Other Operating Expenses 236400000.0 245000000.0
Interest Expense -45300000.0 -44400000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 79700000.0 45800000.0
Total Revenue 2993000000.0 3072000000.0
Total Operating Expenses 2603900000.0 2828800000.0
Cost Of Revenue 2120100000.0 2346900000.0
Total Other Income Expense Net -126500000.0 -44400000.0
Discontinued Operations None None
Net Income From Continuing Ops 182900000.0 153000000.0
Net Income Applicable To Common Shares 182900000.0 153000000.0 ]
['mutualfund_holders', Holder Shares Date Reported % Out \
0 Fidelity Low-Priced Stock Fund 13985534 2022-02-27 0.0695
1 iShares Core S&P Midcap ETF 5665789 2022-01-30 0.0282
2 Vanguard Total Stock Market Index Fund 5233494 2021-12-30 0.0260
3 Vanguard Small-Cap Index Fund 4628560 2021-12-30 0.0230
4 iShares Select Dividend ETF 4099983 2022-01-30 0.0204
5 Vanguard Selected Value Fund 3668000 2022-01-30 0.0182
6 Vanguard Fenway Funds-Equity Income Fund 3043945 2021-12-30 0.0151
7 Vanguard Small Cap Value Index Fund 2937934 2021-12-30 0.0146
8 Vanguard Extended Market Index Fund 2710121 2021-12-30 0.0135
9 DFA U.S. Small Cap Value Series 2540837 2022-01-30 0.0126
Value
0 390476109
1 143797724
2 128586947
3 113723719
4 104057568
5 93093840
6 74789728
7 72185038
8 66587672
9 64486443 ]
['options', ('2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 7.43
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile 0
peerCount 96
governanceScore 10.52
environmentPercentile 0
animalTesting False
tobacco False
totalEsg 20.03
highestControversy 1
esgPerformance None
coal False
pesticides False
adult False
percentile 24.5
peerGroup Insurance
smallArms False
environmentScore 2.08
governancePercentile 0
militaryContract False]
symbol: HSY
sector: Consumer Defensive
Index: SP500
vol_30d_2yr: 19940425.0
Sector 1YMF: -20.060012817382812
1YMF: -20.060012817382812
risk trend factor: -0.7068361298814138
beta currentRatio debtToEquity dividendRate dividendYield \
HSY 0.354355 0.958 182.251 3.6 0.0175
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
HSY 0.353 2543244032 0.27225 23.846064 1117503360
grossMargins grossProfits heldPercentInstitutions industry \
HSY 0.45457 4053818000 0.77841 Confectioners
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
HSY 42360795136 2129710976 0.23712 0.4508 2.7
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
HSY 14.528595 4.534636 0.1729 0.47
returnOnAssets returnOnEquity revenueGrowth revenuePerShare \
HSY 0.14067 0.62521 0.161 45.269
sector sharesOutstanding shortRatio totalCash \
HSY Consumer Defensive 145991008 2.35 338055008
totalCashPerShare totalDebt totalRevenue trailingPE
HSY 1.644 5313624064 9341609984 26.48541
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 206.029999 | 204.010093 | 209.173967 | 214.337841 | 217.173016 | 7.66194 | 201.849137 | 232.496895 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| HSY | 1.169855 | 206.029999 | 19940425.0 | 0.759001 | 0.971853 | 0.450651 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -74.80001831054688 Sector Volume Factor: 1.4135920452708397 Sector Risk Trend Factor: -2.283970024749523 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: [None, None] best inner cv score, sdev (11 folds): 126.3212763245975 95.57165041596433 test cv mean error, stdev (10 folds): 136.9483621081908 93.8352275256157 sell date: 2022-06-24 expected return: 0.0026785381890335885 discounted return: 0.0008920500730611458 quarter return: 1.0854905708303757
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 10.67
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 92
governanceScore 4.91
environmentPercentile None
animalTesting False
tobacco False
totalEsg 26.89
highestControversy 3
esgPerformance AVG_PERF
coal False
pesticides False
adult False
percentile 50.27
peerGroup Food Products
smallArms False
environmentScore 11.3
governancePercentile None
militaryContract False]
symbol: GFF
sector: Industrials
Index: SP600
vol_30d_2yr: 6627450.78125
Sector 1YMF: -11.290000915527344
1YMF: -11.290000915527344
risk trend factor: -0.7136535886302743
beta currentRatio debtToEquity dividendRate dividendYield \
GFF 1.750892 2.829 240.206 0.36 0.0119
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
GFF 2.841 294200000 0.11648 7.736292 -255609376
grossMargins grossProfits heldPercentInstitutions industry \
GFF 0.29764 649036000 0.76782 Conglomerates
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
GFF 1689861120 -23665000 0.09435 0.1771 0.4
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
GFF 1.733357 0.669043 0.04655 1.09
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
GFF 0.0472 0.12523 0.357 49.348 Industrials
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
GFF 57032100 1.73 123288000 2.386 2121533056
totalRevenue trailingPE
GFF 2525786880 13.523505
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 26.34 | 27.29344 | 30.785079 | 34.276719 | 24.375714 | 5.418637 | 13.538441 | 35.212988 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| GFF | 1.243283 | 26.34 | 6627450.78125 | 0.577684 | 0.074813 | 0.408717 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -141.5800018310547 Sector Volume Factor: 0.8696853533786545 Sector Risk Trend Factor: -4.514668337867341 Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: ['mul', 'mul', True] best inner cv score, sdev (11 folds): 19.533631715350072 25.415291134279812 test cv mean error, stdev (10 folds): 21.29266970321297 26.00950630215278 sell date: 2022-06-24 expected return: 0.030388918324823357 discounted return: 0.010028727845039276 quarter return: 2.504395016733404
['options', ('2022-07-15',)]
symbol: PXD
sector: Energy
Index: SP500
vol_30d_2yr: 47391610.9375
Sector 1YMF: -50.03999328613281
1YMF: -50.03999328613281
risk trend factor: -0.727748651596503
beta currentRatio debtToEquity dividendRate dividendYield \
PXD 1.535843 1.541 25.456 12.34 0.0556
ebitda ebitdaMargins forwardPE freeCashflow grossMargins \
PXD 9187000320 0.43846 8.385104 2404124928 0.53944
grossProfits heldPercentInstitutions industry marketCap \
PXD 9392000000 0.92212 Oil & Gas E&P 57477361664
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
PXD 8265999872 0.31175 0.3288 0.46 2.42849
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
PXD 2.743157 0.2003 1.404 0.12148
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
PXD 0.20075 1.006 86.852 Energy 241959008
shortRatio totalCash totalCashPerShare totalDebt totalRevenue \
PXD 2.87 3256000000 13.457 6024999936 20952999936
trailingPE
PXD 14.587044
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 221.770004 | 243.334843 | 270.065238 | 296.795633 | 256.810952 | 15.318142 | 226.174668 | 287.447237 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| PXD | 1.317982 | 221.770004 | 47391610.9375 | 0.685246 | 0.678534 | 0.490016 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-28 inner cv scores: best model: [None, None] best inner cv score, sdev (11 folds): 945.2115857211057 912.140861747462 test cv mean error, stdev (10 folds): 1035.2336219420604 908.8770047576885 sell date: 2022-06-24 expected return: 2.000032805750973e-05 discounted return: 6.66673157367903e-06 quarter return: 1.0006135253900612
['options', ('2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 8.97
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 66
governanceScore 9.1
environmentPercentile None
animalTesting False
tobacco False
totalEsg 36.53
highestControversy 1
esgPerformance OUT_PERF
coal False
pesticides False
adult False
percentile 81.93
peerGroup Oil & Gas Producers
smallArms False
environmentScore 18.46
governancePercentile None
militaryContract False]
| exp_return | sell_date | stop_loss_price | days_delta | disc_rtn | qtr_rtn | outer_cv_avg_rmse_n11 | outer_cv_std_n11 | mean_revert_flag | pi_lower | pi_upper | price | Sector | Index | error_price_ratio | std_price_ratio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SYMBOL | ||||||||||||||||
| GFF | 0.030389 | 2022-06-24 | 25.340129 | 3 | 0.010029 | 2.504395 | 21.292670 | 26.009506 | False | 23.413129 | 31.182082 | 26.340000 | Industrials | SP600 | 0.808378 | 0.987453 |
| CTRA | 0.022025 | 2022-06-24 | 25.738612 | 3 | 0.007288 | 1.950531 | 10.006805 | 11.153853 | False | 24.352681 | 30.211903 | 26.540001 | Energy | SP500 | 0.377046 | 0.420266 |
| APA | 0.146228 | 2022-07-15 | 35.733459 | 24 | 0.005703 | 1.687352 | 51.401745 | 47.298532 | False | 27.187280 | 75.367760 | 39.220001 | Energy | SP500 | 1.310600 | 1.205980 |
| EQT | 0.164196 | 2022-07-22 | 36.213894 | 31 | 0.004916 | 1.570175 | 32.888755 | 51.452815 | False | 29.430572 | 59.485247 | 35.939999 | Energy | SP400 | 0.915102 | 1.431631 |
| PTEN | 0.354426 | 2022-08-26 | 14.090389 | 66 | 0.004607 | 1.526367 | 5.602470 | 4.676791 | False | 7.700867 | 61.568825 | 15.240000 | Energy | SP600 | 0.367616 | 0.306876 |
| CAL | 0.141657 | 2022-07-22 | 25.698284 | 31 | 0.004283 | 1.481667 | 18.966262 | 17.257308 | False | 18.120540 | 51.468221 | 26.639999 | Consumer Cyclical | SP600 | 0.711947 | 0.647797 |
| CEIX | 0.340486 | 2022-09-02 | 42.003024 | 73 | 0.004022 | 1.446723 | 36.226317 | 60.302806 | False | 29.658118 | 137.260990 | 46.150002 | Energy | SP600 | 0.784969 | 1.306670 |
| GO | 0.127441 | 2022-07-22 | 38.483297 | 31 | 0.003877 | 1.427582 | 23.788533 | 17.286792 | False | 34.844785 | 58.805903 | 40.150002 | Consumer Defensive | SP400 | 0.592491 | 0.430555 |
| TALO | 0.264675 | 2022-08-26 | 16.873440 | 66 | 0.003564 | 1.387243 | 41.434579 | 71.024542 | False | 10.924927 | 50.560231 | 18.610001 | Energy | SP600 | 2.226468 | 3.816472 |
| PDCE | 0.262066 | 2022-08-26 | 61.326366 | 66 | 0.003533 | 1.383255 | 70.972532 | 66.193714 | False | 39.349463 | 157.271355 | 64.779999 | Energy | SP400 | 1.095593 | 1.021823 |
| BMY | 0.034792 | 2022-07-01 | 71.963778 | 10 | 0.003426 | 1.369772 | 80.969548 | 128.606268 | False | 69.704364 | 84.375142 | 73.769997 | Healthcare | SP500 | 1.097595 | 1.743341 |
| SM | 0.333557 | 2022-09-23 | 37.525088 | 94 | 0.003067 | 1.325414 | 41.847935 | 46.453127 | False | 18.359214 | 152.745607 | 39.709999 | Energy | SP600 | 1.053839 | 1.169809 |
| LPI | 0.282449 | 2022-09-16 | 80.060619 | 87 | 0.002864 | 1.300916 | 246.780099 | 167.320049 | False | 30.124573 | 496.115445 | 81.470001 | Energy | SP600 | 3.029092 | 2.053763 |
| VPU | 0.027129 | 2022-07-01 | 139.692828 | 10 | 0.002680 | 1.279236 | 285.003322 | 656.825285 | False | 134.258472 | 157.200137 | 141.440002 | error | nan | 2.015012 | 4.643844 |
| MRO | 0.251030 | 2022-09-16 | 22.918184 | 87 | 0.002578 | 1.267237 | 13.816576 | 12.742114 | False | 16.282408 | 57.014782 | 24.150000 | Energy | SP500 | 0.572115 | 0.527624 |
| FCN | 0.205273 | 2022-09-02 | 159.681629 | 73 | 0.002561 | 1.265289 | 109.639143 | 46.897897 | False | 150.921844 | 256.365227 | 164.020004 | error | SP400 | 0.668450 | 0.285928 |
| NFG | 0.114014 | 2022-08-05 | 66.100071 | 45 | 0.002402 | 1.246998 | 19.906572 | 15.171302 | False | 62.044677 | 86.187434 | 65.440002 | Energy | SP400 | 0.304196 | 0.231835 |
| OXY | 0.229220 | 2022-09-23 | 52.736805 | 94 | 0.002198 | 1.223834 | 72.475170 | 60.181503 | False | 35.219452 | 133.007080 | 55.680000 | Energy | SP500 | 1.301637 | 1.080846 |
| SAFM | 0.081971 | 2022-07-29 | 202.526732 | 38 | 0.002075 | 1.210146 | 459.890099 | 617.424185 | False | 180.321000 | 281.711822 | 208.309998 | Consumer Defensive | SP400 | 2.207720 | 2.963968 |
| PBF | 0.094169 | 2022-08-05 | 30.634629 | 45 | 0.002002 | 1.202003 | 30.715015 | 25.661947 | False | 21.101053 | 61.711449 | 32.980000 | Energy | SP600 | 0.931322 | 0.778106 |
| COP | 0.206137 | 2022-09-23 | 92.637139 | 94 | 0.001996 | 1.201337 | 159.059035 | 142.157387 | False | 73.279226 | 176.748854 | 93.739998 | Energy | SP500 | 1.696811 | 1.516507 |
| HES | 0.187856 | 2022-09-16 | 102.946362 | 87 | 0.001981 | 1.199666 | 199.071081 | 129.126253 | False | 77.092578 | 193.683320 | 102.870003 | Energy | SP500 | 1.935171 | 1.255237 |
| CSL | 0.132331 | 2022-08-26 | 230.646274 | 66 | 0.001885 | 1.189148 | 491.752383 | 385.041576 | False | 210.697666 | 334.807456 | 234.559998 | error | SP400 | 2.096489 | 1.641548 |
| ROCC | 0.088075 | 2022-08-05 | 33.138293 | 45 | 0.001878 | 1.188356 | 78.012047 | 108.682302 | False | 16.946254 | 94.258741 | 37.820000 | Energy | SP600 | 2.062719 | 2.873673 |
| MTDR | 0.174990 | 2022-09-23 | 48.523986 | 94 | 0.001717 | 1.170966 | 55.750342 | 39.839276 | False | 21.167849 | 154.570300 | 51.200001 | Energy | SP400 | 1.088874 | 0.778111 |
| LLY | 0.132795 | 2022-09-02 | 286.741623 | 73 | 0.001710 | 1.170161 | 433.703297 | 286.094528 | False | 256.630723 | 423.137678 | 290.899994 | Healthcare | SP500 | 1.490902 | 0.983481 |
| NOC | 0.119192 | 2022-08-26 | 443.055845 | 66 | 0.001708 | 1.169957 | 1104.542584 | 903.070108 | False | 404.877239 | 609.698035 | 443.929993 | Industrials | SP500 | 2.488101 | 2.034262 |
| MDYG | 0.004980 | 2022-06-24 | 58.422516 | 3 | 0.001657 | 1.164540 | 92.566302 | 171.541961 | False | 56.616609 | 64.070648 | 59.930000 | error | nan | 1.544574 | 2.862372 |
| DVN | 0.159320 | 2022-09-23 | 56.074729 | 94 | 0.001574 | 1.155679 | 69.675553 | 58.603491 | False | 35.400020 | 127.808209 | 58.020000 | Energy | SP500 | 1.200889 | 1.010057 |
| UNM | 0.047465 | 2022-07-22 | 31.460177 | 31 | 0.001497 | 1.147541 | 21.693368 | 27.271433 | False | 25.977490 | 44.776520 | 32.560001 | Financial Services | SP400 | 0.666258 | 0.837575 |
| ROG | 0.149577 | 2022-09-23 | 242.447020 | 94 | 0.001484 | 1.146173 | 1106.816715 | 1545.323933 | False | 172.883339 | 493.101993 | 259.380005 | error | SP600 | 4.267163 | 5.957760 |
| FANG | 0.144389 | 2022-09-23 | 113.311459 | 94 | 0.001436 | 1.141110 | 478.968381 | 358.825670 | False | 69.989313 | 279.832298 | 122.290001 | Energy | SP500 | 3.916660 | 2.934219 |
| BANF | 0.034904 | 2022-07-15 | 90.123707 | 24 | 0.001431 | 1.140556 | 118.635699 | 88.263652 | False | 81.096070 | 118.841009 | 94.860001 | error | SP600 | 1.250640 | 0.930462 |
| VAW | 0.004089 | 2022-06-24 | 158.639438 | 3 | 0.001361 | 1.133322 | 311.019487 | 418.064741 | False | 153.367681 | 174.743177 | 162.800003 | error | nan | 1.910439 | 2.567965 |
| VFH | 0.004058 | 2022-06-24 | 73.600905 | 3 | 0.001351 | 1.132251 | 110.844802 | 128.669539 | False | 71.043977 | 81.639793 | 75.849998 | error | nan | 1.461369 | 1.696368 |
| PSX | 0.085798 | 2022-08-26 | 90.766391 | 66 | 0.001248 | 1.121585 | 311.571236 | 359.505219 | False | 59.971819 | 161.043871 | 90.510002 | Energy | SP500 | 3.442396 | 3.971994 |
| CVX | 0.114588 | 2022-09-16 | 147.275650 | 87 | 0.001248 | 1.121559 | 390.818960 | 518.837984 | False | 121.719450 | 223.560477 | 148.380005 | Energy | SP500 | 2.633906 | 3.496684 |
| TWI | 0.109935 | 2022-09-16 | 16.156107 | 87 | 0.001200 | 1.116608 | 4.868335 | 6.397286 | False | 9.979513 | 37.892536 | 17.520000 | Industrials | SP600 | 0.277873 | 0.365142 |
| TVTY | 0.054088 | 2022-08-05 | 28.480581 | 45 | 0.001171 | 1.113706 | 19.958989 | 15.095908 | False | 17.962327 | 64.724871 | 32.130001 | Healthcare | SP600 | 0.621195 | 0.469838 |
| MGPI | 0.111753 | 2022-09-23 | 88.760825 | 94 | 0.001128 | 1.109250 | 117.698494 | 109.761066 | False | 66.148024 | 163.949998 | 93.139999 | error | SP600 | 1.263673 | 1.178453 |
| SPTM | 0.074658 | 2022-08-26 | 44.818096 | 66 | 0.001092 | 1.105577 | 28.190469 | 43.995278 | False | 41.640291 | 56.939711 | 45.310001 | error | nan | 0.622169 | 0.970984 |
| VIS | 0.070728 | 2022-08-26 | 158.201596 | 66 | 0.001036 | 1.099945 | 522.769363 | 837.226277 | False | 141.849503 | 205.902702 | 159.809998 | error | nan | 3.271193 | 5.238885 |
| SNEX | 0.068340 | 2022-08-26 | 69.274870 | 66 | 0.001002 | 1.096527 | 63.777103 | 72.866191 | False | 57.939298 | 104.688949 | 72.900002 | Financial Services | SP600 | 0.874857 | 0.999536 |
| MUSA | 0.098316 | 2022-09-23 | 213.265078 | 94 | 0.000998 | 1.096127 | 648.006467 | 656.416185 | False | 176.479633 | 330.680124 | 219.949997 | Consumer Cyclical | SP400 | 2.946154 | 2.984388 |
| Y | 0.043339 | 2022-08-05 | 803.310138 | 45 | 0.000943 | 1.090611 | 8115.112822 | 8822.793630 | False | 718.901148 | 1044.386167 | 830.500000 | Financial Services | SP400 | 9.771358 | 10.623472 |
| VCR | 0.089506 | 2022-09-23 | 221.662926 | 94 | 0.000912 | 1.087521 | 1337.174797 | 1906.398637 | False | 192.752390 | 314.178740 | 225.869995 | error | nan | 5.920108 | 8.440247 |
| VIVO | 0.089283 | 2022-09-23 | 26.768601 | 94 | 0.000910 | 1.087303 | 15.089253 | 13.747311 | False | 18.181016 | 53.009395 | 28.500000 | Healthcare | SP600 | 0.529447 | 0.482362 |
| SAFT | 0.047910 | 2022-08-12 | 87.084720 | 52 | 0.000900 | 1.086320 | 51.985036 | 51.275015 | False | 80.775222 | 109.376200 | 89.279999 | Financial Services | SP600 | 0.582270 | 0.574317 |
| HSY | 0.002679 | 2022-06-24 | 200.847126 | 3 | 0.000892 | 1.085491 | 136.948362 | 93.835228 | False | 195.112394 | 218.725542 | 206.029999 | Consumer Defensive | SP500 | 0.664701 | 0.455444 |
| HRB | 0.060136 | 2022-08-26 | 31.534659 | 66 | 0.000885 | 1.084807 | 7.292311 | 6.519292 | False | 25.600879 | 47.807490 | 33.000000 | Consumer Cyclical | SP400 | 0.220979 | 0.197554 |
| AZO | 0.078548 | 2022-09-16 | 1915.823478 | 87 | 0.000870 | 1.083245 | 68455.064386 | 91507.474599 | False | 1562.020972 | 2956.720422 | 1992.550049 | Consumer Cyclical | SP500 | 34.355506 | 45.924806 |
| CIVI | 0.069493 | 2022-09-09 | 54.729988 | 80 | 0.000840 | 1.080325 | 61.659991 | 42.567136 | True | 24.943196 | 183.399552 | 60.080002 | Energy | SP600 | 1.026298 | 0.708508 |
| XOM | 0.079458 | 2022-09-23 | 84.529200 | 94 | 0.000814 | 1.077703 | 149.904973 | 170.105088 | False | 67.558220 | 127.920878 | 86.120003 | Energy | SP500 | 1.740652 | 1.975210 |
| VRTX | 0.077297 | 2022-09-23 | 253.559519 | 94 | 0.000792 | 1.075592 | 1046.692587 | 1594.610545 | False | 193.780269 | 447.826545 | 263.089996 | Healthcare | SP500 | 3.978458 | 6.061084 |
| WRB | 0.002131 | 2022-06-24 | 64.664657 | 3 | 0.000710 | 1.067458 | 37.077872 | 65.039029 | False | 62.366923 | 71.896474 | 66.820000 | Financial Services | SP500 | 0.554892 | 0.973347 |
| MTOR | 0.057214 | 2022-09-09 | 33.496935 | 80 | 0.000696 | 1.066074 | 25.484583 | 23.006729 | False | 23.498472 | 61.438726 | 35.939999 | error | SP600 | 0.709087 | 0.640143 |
| SLY | 0.046276 | 2022-08-26 | 76.553255 | 66 | 0.000686 | 1.065088 | 137.652930 | 194.205071 | False | 63.978990 | 104.106844 | 78.089996 | error | nan | 1.762747 | 2.486939 |
| AZPN | 0.064686 | 2022-09-23 | 181.901282 | 94 | 0.000667 | 1.063267 | 536.281422 | 511.570564 | False | 143.944121 | 281.048473 | 189.199997 | Technology | SP400 | 2.834468 | 2.703861 |
| SJI | 0.054736 | 2022-09-09 | 33.417880 | 80 | 0.000666 | 1.063201 | 8.673775 | 8.038840 | False | 26.738068 | 48.664196 | 34.200001 | error | SP600 | 0.253619 | 0.235054 |
| ULTA | 0.001882 | 2022-06-24 | 374.198559 | 3 | 0.000627 | 1.059354 | 2511.062425 | 3806.794851 | False | 351.822194 | 447.020323 | 395.829987 | Consumer Cyclical | SP500 | 6.343790 | 9.617247 |
| PSB | 0.026834 | 2022-08-05 | 176.732977 | 45 | 0.000589 | 1.055630 | 419.119770 | 523.907229 | False | 160.287624 | 227.955198 | 185.919998 | Real Estate | SP400 | 2.254302 | 2.817918 |
| VOX | 0.039334 | 2022-08-26 | 90.134304 | 66 | 0.000585 | 1.055251 | 142.340035 | 124.210720 | False | 79.455324 | 115.726744 | 92.860001 | error | nan | 1.532846 | 1.337613 |
| EXLS | 0.034602 | 2022-08-26 | 127.016555 | 66 | 0.000516 | 1.048560 | 207.634306 | 185.405571 | False | 104.504230 | 184.631715 | 134.259995 | error | SP600 | 1.546509 | 1.380944 |
| MCK | 0.041308 | 2022-09-16 | 289.044813 | 87 | 0.000465 | 1.043733 | 436.745604 | 368.057010 | False | 239.746705 | 408.598708 | 300.570007 | Healthcare | SP500 | 1.453058 | 1.224530 |
| VNQ | 0.034174 | 2022-09-02 | 85.499010 | 73 | 0.000460 | 1.043259 | 167.133466 | 335.246220 | False | 74.304134 | 110.706593 | 87.699997 | error | nan | 1.905741 | 3.822648 |
| VGT | 0.044058 | 2022-09-23 | 312.435882 | 94 | 0.000459 | 1.043101 | 1427.680511 | 1267.772390 | False | 270.996360 | 417.821474 | 319.809998 | error | nan | 4.464152 | 3.964142 |
| SPY | 0.030060 | 2022-08-26 | 360.262357 | 66 | 0.000449 | 1.042149 | 1700.987246 | 2487.216200 | False | 322.287089 | 444.768693 | 365.859985 | error | nan | 4.649285 | 6.798273 |
| GCP | 0.041201 | 2022-09-23 | 29.610915 | 94 | 0.000430 | 1.040307 | 8.753591 | 9.621974 | False | 21.501566 | 47.136338 | 30.930000 | error | SP600 | 0.283013 | 0.311089 |
| MANT | 0.038042 | 2022-09-23 | 91.148097 | 94 | 0.000397 | 1.037218 | 75.670822 | 58.095859 | False | 72.068787 | 134.340780 | 94.790001 | Technology | SP600 | 0.798300 | 0.612890 |
| ACC | 0.036413 | 2022-09-23 | 61.533395 | 94 | 0.000381 | 1.035625 | 66.265145 | 144.037079 | False | 49.402520 | 89.700006 | 64.230003 | Real Estate | SP400 | 1.031685 | 2.242520 |
| DINO | 0.032512 | 2022-09-23 | 42.716886 | 94 | 0.000340 | 1.031809 | 75.885473 | 79.444664 | False | 26.031738 | 88.199668 | 45.000000 | Energy | SP400 | 1.686344 | 1.765437 |
| PLAB | 0.020161 | 2022-08-26 | 18.043879 | 66 | 0.000302 | 1.028214 | 4.293160 | 5.320768 | False | 13.421844 | 28.435600 | 19.150000 | Technology | SP600 | 0.224186 | 0.277847 |
| HALO | 0.023763 | 2022-09-23 | 41.859511 | 94 | 0.000250 | 1.023252 | 26.226304 | 24.400247 | False | 30.612597 | 68.294758 | 44.139999 | Healthcare | SP400 | 0.594162 | 0.552792 |
| VHT | 0.015822 | 2022-09-23 | 215.822226 | 94 | 0.000167 | 1.015483 | 393.713720 | 549.759727 | False | 186.545393 | 268.240805 | 220.210007 | error | nan | 1.787901 | 2.496525 |
| MPC | 0.014138 | 2022-09-23 | 82.067277 | 94 | 0.000149 | 1.013835 | 151.183498 | 163.530291 | False | 55.449741 | 146.669040 | 87.290001 | Energy | SP500 | 1.731968 | 1.873414 |
| VDC | 0.014003 | 2022-09-23 | 174.583161 | 94 | 0.000148 | 1.013703 | 195.945351 | 249.963925 | False | 155.997433 | 206.634008 | 177.059998 | error | nan | 1.106661 | 1.411747 |
| UTHR | 0.007024 | 2022-09-23 | 210.435231 | 94 | 0.000074 | 1.006874 | 561.166776 | 464.135077 | False | 157.943235 | 309.010302 | 219.380005 | Healthcare | SP400 | 2.557967 | 2.115667 |
| UFCS | 0.004271 | 2022-09-23 | 30.971037 | 94 | 0.000045 | 1.004180 | 14.539988 | 8.794074 | False | 23.289648 | 46.143794 | 32.570000 | error | SP600 | 0.446423 | 0.270005 |
| RRC | 0.000027 | 2022-06-24 | 24.048773 | 3 | 0.000009 | 1.000828 | 12.432073 | 14.151900 | False | 21.806835 | 31.696552 | 26.290001 | Energy | SP400 | 0.472882 | 0.538300 |
| NTCT | 0.000778 | 2022-09-23 | 31.541939 | 94 | 0.000008 | 1.000762 | 10.486504 | 6.078588 | True | 23.393533 | 46.116834 | 32.930000 | Technology | SP600 | 0.318448 | 0.184591 |
| EOG | 0.000024 | 2022-06-24 | 105.049781 | 3 | 0.000008 | 1.000738 | 274.714265 | 184.795504 | False | 98.426877 | 126.701050 | 111.669998 | Energy | SP500 | 2.460054 | 1.654836 |
| VLO | 0.000022 | 2022-06-24 | 106.113543 | 3 | 0.000007 | 1.000684 | 348.466150 | 368.010495 | False | 99.784577 | 126.706131 | 112.440002 | Energy | SP500 | 3.099130 | 3.272950 |
| PXD | 0.000020 | 2022-06-24 | 209.429989 | 3 | 0.000007 | 1.000614 | 1035.233622 | 908.877005 | False | 197.085539 | 249.556118 | 221.770004 | Energy | SP500 | 4.668051 | 4.098286 |
| VDE | 0.000019 | 2022-06-24 | 97.742067 | 3 | 0.000006 | 1.000585 | 212.288983 | 224.133878 | False | 93.132183 | 112.484444 | 102.349998 | error | nan | 2.074147 | 2.189877 |
| CVBF | 0.000143 | 2022-09-23 | 23.364072 | 94 | 0.000002 | 1.000140 | 3.349577 | 2.183198 | False | 18.902068 | 30.917478 | 24.129999 | Financial Services | SP600 | 0.138814 | 0.090477 |
| PPC | 0.000004 | 2022-06-24 | 28.022385 | 3 | 0.000001 | 1.000110 | 28.553641 | 42.014273 | False | 26.704665 | 32.235633 | 29.340000 | Consumer Defensive | SP400 | 0.973198 | 1.431979 |
| LNTH | -0.000042 | 2022-06-24 | 56.249864 | 3 | -0.000014 | 0.998723 | 42.361418 | 59.407851 | False | 51.872840 | 70.622959 | 60.720001 | Healthcare | SP600 | 0.697652 | 0.978390 |
| CYTK | -0.001545 | 2022-09-23 | 36.980038 | 94 | -0.000016 | 0.998488 | 25.432199 | 22.221737 | False | 21.131211 | 79.022979 | 40.580002 | Healthcare | SP600 | 0.626718 | 0.547603 |
| DLTR | -0.015753 | 2022-06-24 | 140.897058 | 3 | -0.005279 | 0.614500 | 230.182920 | 351.924502 | False | 134.068528 | 162.773844 | 150.089996 | Consumer Defensive | SP500 | 1.533633 | 2.344757 |